مرکز منطقه ای اطلاع رساني علوم و فناوري - On biases in tests of the expectations hypothesis of the term structure of interest rates

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 :

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 :