Testing the expectations hypothesis for the Eurozone : a nonlinear cointegration analysis
Ayşen Araç, A. Yasemin Yalta (Department of Economics, Hacettepe University, Ankara, Turkey)
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Araç, Ayşen ; Yalta, A. Yasemin |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 41-48
|
| Subject: | Term structure of interest rates | Expectation hypothesis | Nonlinear cointegration | Eurozone | Greece | Zinsstruktur | Yield curve | Kointegration | Cointegration | Griechenland | Euro area | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | EU-Staaten | EU countries | Rationale Erwartung | Rational expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2015.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011552951