Predictions of short-term rates and the expectations hypothesis
Year of publication: |
2018
|
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Authors: | Guidolin, Massimo ; Thornton, Daniel L. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 34.2018, 4, p. 636-664
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Subject: | Expectations hypothesis | Random walk | Time-varying risk premium | Predictability | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Random Walk | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Zins | Interest rate | Prognose | Forecast |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1317-1318 |
Other identifiers: | 10.1016/j.ijforecast.2018.03.006 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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