Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
the modelling and forecast-
ing of interest rates and the term structure thereof. Popular theoretical approaches to
term … maturities, they typically reveal a rather limited
performance when they are used to dynamically predict future interest rates … 36 percent clearly rejecting the expecta-
tions hypothesis of the term structure of interest rates. Hence, whereas …