On biases in tests of the expectations hypothesis of the term structure of interest rates
Year of publication: |
1996
|
---|---|
Authors: | Bekaert, Geert ; Hodrick, Robert J. ; Marshall, David Aaron |
Publisher: |
Cambridge, MA |
Subject: | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Theorie | Theory | Schätzung | Estimation | Rationale Erwartung | Rational expectations |
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