Testing the expectations hypothesis and explaining the determinants of term premia : evidence from the Indian money market
Golaka C. Nath, Vardhana Pawaskar, Manoj Dalvi and Manoel Pacheco
| Year of publication: |
2021
|
|---|---|
| Authors: | Nath, Golaka C. ; Pawaskar, Vardhana ; Dalvi, Manoj ; Pacheco, Manoel |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 41, p. 4750-4768
|
| Subject: | Expectations hypothesis | long run restrictions | multiple partial least squares | risk factors | term premia | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Geldmarkt | Money market | Indien | India |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1907288 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012609875