A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests
Year of publication: |
1998
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Authors: | Tzavalis, Elias ; Wickens, Michael R. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 3.1998, 3, p. 229-239
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Subject: | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | Risikoprämie | Risk premium | Schätzung | Estimation | Zeit | Time | Theorie | Theory | USA | United States | 1970-1991 |
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