The term structure of very short-term rates : new evidence for the expectations hypothesis
Year of publication: |
2000
|
---|---|
Authors: | Longstaff, Francis A. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 58.2000, 3, p. 397-415
|
Subject: | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | USA | United States | 1991-1999 |
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