What explains deviations in the unbiased expectations hypothesis? : market irrationality vs. the peso problem
Year of publication: |
2014
|
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Authors: | Chen, Cathy Yi-Hsuan ; Kuo, I.-doun ; Chiang, Thomas C. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 30.2014, p. 172-190
|
Subject: | Expectations hypothesis | Term structure of interest rates | Sentiment | Expectation error | Peso problem | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Rationale Erwartung | Rational expectations | Theorie | Theory |
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