Parameter uncertainty and the rational expectations model of the term structure
Year of publication: |
1995
|
---|---|
Authors: | Ederington, Louis H. |
Other Persons: | Huang, Chao-hsi (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 19.1995, 2, p. 207-223
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | Theorie | Theory |
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