Parameter uncertainty and the rational expectations model of the term structure
Louis H. Ederington ; Chao-Hsi Huang
| 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
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| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | Theorie | Theory |
| 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/10001180784