Title of article
On biases in tests of the expectations hypothesis of the term structure of interest rates
Author/Authors
Geert Bekaert، نويسنده , , Robert J. Hodrick، نويسنده , , David A. Marshall، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
40
From page
309
To page
348
Keywords
Conditional heteroskedasticity , Interest rates , Expectations Hypothesis , Small sample bias , Vector autoregression
Journal title
Journal of Financial Economics
Serial Year
1997
Journal title
Journal of Financial Economics
Record number
257268
Link To Document