Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates
Cathy Yi-Hsuan Chen, Thomas C. Chiang
| Year of publication: |
July 2017
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| Authors: | Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 49.2017, 1, p. 1-28
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| Subject: | Expectations hypothesis | Time-varying coefficient model | Sentiment | Expectation error | Term premium | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Rationale Erwartung | Rational expectations | Schätzung | Estimation | Theorie | Theory | Kointegration | Cointegration | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-016-0584-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011797010