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On biases in tests of the expectations hypothesis of the term structure of interest rates
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David A.
- In:
Journal of financial economics
44
(
1997
)
3
,
pp. 309-348
Persistent link: https://www.econbiz.de/10006526543
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2
ON BIASES IN TESTS OF THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David A.
-
1996
Persistent link: https://www.econbiz.de/10005988851
Saved in:
3
"PESO PROBLEM" EXPLANATIONS FOR TERM STRUCTURE ANOMALIES
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David A.
-
1997
Persistent link: https://www.econbiz.de/10006997070
Saved in:
4
Peso problem explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David A.
- In:
Journal of monetary economics
48
(
2001
)
2
,
pp. 241-270
Persistent link: https://www.econbiz.de/10007668478
Saved in:
5
THE IMPLICATIONS OF FIRST-ORDER RISK AVERSION FOR ASSET MARKET RISK PREMIUMS
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David A.
-
1994
Persistent link: https://www.econbiz.de/10007011073
Saved in:
6
The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David A.
- In:
Journal of monetary economics
40
(
1997
)
1
,
pp. 3-40
Persistent link: https://www.econbiz.de/10007700482
Saved in:
7
ARTICLES - Expectations Hypotheses Tests
Bekaert, Geert
;
Hodrick, Robert J.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1357-1393
Persistent link: https://www.econbiz.de/10006563787
Saved in:
8
On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert
;
Hodrick, Robert J.
- In:
Journal of international money and finance
12
(
1993
)
2
,
pp. 115-138
Persistent link: https://www.econbiz.de/10006953177
Saved in:
9
Bank capital regulation with and without state-contingent penalties
Marshall, David A.
;
Prescott, Edward Simpson
- In:
Carnegie Rochester conference series on public policy : …
54
(
2001
),
pp. 139-184
Persistent link: https://www.econbiz.de/10006270712
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10
Monetary policy and the term structure of nominal interest rates: evidence and theory
Evans, Charles L.
;
Marshall, David A.
- In:
Carnegie Rochester conference series on public policy : …
49
(
1998
),
pp. 53-112
Persistent link: https://www.econbiz.de/10006301536
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