Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure
Elias Tzavalis ; Michael R. Wickens
| Year of publication: |
1997
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|---|---|
| Authors: | Tzavalis, Elias |
| Other Persons: | Wickens, Michael R. (contributor) |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 29.1997, 3, p. 364-380
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| Subject: | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | Risikoprämie | Risk premium | Theorie | Theory | Schätzung | Estimation | USA | United States | 1946-1991 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001226631