The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation
Eugenie Garganas and Stephen G. Hall
| Year of publication: |
2011
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|---|---|
| Authors: | Garganas, Eugenie ; Hall, Stephen G. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 2, p. 152-171
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| Subject: | Interest rates | expectations hypothesis | small sample bias | Zins | Interest rate | Zinsstruktur | Yield curve | Stichprobenerhebung | Sampling | Monte-Carlo-Simulation | Monte Carlo simulation | Erwartungsbildung | Expectation formation | Rationale Erwartung | Rational expectations | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009159751