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~institution:"Department of Business Economics and Public Policy, Kelley School of Business"
~institution:"University of Exeter / Department of Economics"
~language:"eng"
~subject:"Rational expectations"
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Department of Business Economics and Public Policy, Kelley School of Business
University of Exeter / Department of Economics
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Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
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2
Analyst optimism and the magnitude of earnings growth
Harris, Richard D. F.
-
1997
Persistent link: https://www.econbiz.de/10000966504
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3
Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George
;
Harris, Richard D. F.
;
Weller, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000966506
Saved in:
4
The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000895299
Saved in:
5
An introduction to the theory and the econometric tests of the rational expectations hypothesis of the term structure of interest rates
Tzavalis, Elias
-
1993
Persistent link: https://www.econbiz.de/10000891677
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