The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Burak Güriş
| Year of publication: |
2019
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|---|---|
| Authors: | Güriş, Burak |
| Published in: |
Selected topics in applied econometrics. - Berlin : Peter Lang, ISBN 978-3-631-79568-2. - 2019, p. 139-147
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| Subject: | Expectation Hypothesis | Fourier Stationarity test | Fourier cointegration test | Zinsstruktur | Yield curve | Kointegration | Cointegration | Schätzung | Estimation | Erwartungsbildung | Expectation formation | Theorie | Theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Rationale Erwartung | Rational expectations | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012286977