Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Daniel L. Thornton
| Year of publication: |
Oct. 2003 ; [Elektronische Ressource], rev
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|---|---|
| Other Persons: | Thornton, Daniel L. (contributor) |
| Institutions: | Federal Reserve Bank of St. Louis (contributor) |
| Publisher: |
St. Louis, MO, : Federal Reserve Bank of St. Louis |
| Subject: | Zinsstruktur | Yield curve | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation |