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~institution:"University of Exeter / Department of Economics"
~source:"econis"
~subject:"Yield curve"
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ECONIS (ZBW)
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1
Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
Saved in:
2
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
Saved in:
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 expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F.
-
1998
Persistent link: https://www.econbiz.de/10000998640
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
Saved in:
6
The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000895299
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