Similar Search Results - EconBiz

Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields : An Econometric Analysis

Jones, David S. - 1982

This paper tests the joint hypothesis of rational expectations and the expectations model of the term structure for three- and six-month Treasury bills. Previous studies are extended in three directions. First, common efficient markets-rational expectations tests are compared, and it is shown...

Persistent link: https://www.econbiz.de/10012478242

Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields : An Econometric Analysis

Jones, David S. - 2009

This paper tests the joint hypothesis of rational expectations and the expectations model of the term structure for three- and six-month Treasury bills. Previous studies are extended in three directions. First, common efficient markets-rational expectations tests are compared, and it is shown...

Persistent link: https://www.econbiz.de/10012767845

Does the expectations hypothesis explain the term structure of treasury bond yields in Tunisia?

Boukhatem, Jamel - In: The journal of applied business research 32 (2016) 1, pp. 239-254

Persistent link: https://www.econbiz.de/10011436544

Long term bond yields, monetary policy and the expectations hypothesis of the term structure of interest rates

Kugler, Peter - 1996

Persistent link: https://www.econbiz.de/10000589033

The New Keynesian model and bond yields

Andreasen, Martin Møller - 2021

Persistent link: https://www.econbiz.de/10012433979

Bond supply expectations and the term structure of interest rates

Billio, Monica; Busetto, Francesca; Dufour, Alfonso; … - In: Journal of international money and finance 150 (2025), pp. 1-27

Persistent link: https://www.econbiz.de/10015184920

What moves treasury yields?

Mönch, Emanuel; Soofi-Siavash, Soroosh - 2021

Persistent link: https://www.econbiz.de/10012494436

What moves treasury yields?

Mönch, Emanuel; Soofi-Siavash, Soroosh - 2021

Persistent link: https://www.econbiz.de/10012498409

The Predictive Power of Treasury Securities : Estimating Changes in Market Expectations of Future Inflation

Schellhorn, Carolin D.; Sharma, Rajneesh - 2008

Many courses in financial economics cover the estimation of forward rates implied in Treasury spot rates. A less well …

Persistent link: https://www.econbiz.de/10014212661

Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?

Anderson, Heather M. - In: The journal of economic methodology 6 (1999) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10001427382

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