Add to ORKGThe most widely accepted model for predicting behavior in the yield curve for interest generating securities is the expectations theory, which predicts future interest rates of varying maturities based on current rates. Many authors have tested this theory against the data and found it fails to predict expected changes
This paper tes ts the Expectations Hypothesis (EH) of the term structure of interest rates using new...
This paper has the purpose of testing the expectations hypothesis of the term structure for two corp...
We reexamine the expectations theory of the term structure focusing on the question how monetary pol...
Survey data on interest-rate expectations permit separate testing of the two alternative hypotheses ...
Interest rate term structure is a function relating interest rate to term of maturity. Interest rat...
This paper begins with the expectations theory of the term structure of interest rates with constant...
In this paper UK disaggregate survey data of expected future interest rates are used to test the exp...
abstract: first, the basic idea of the expectations theory on the term structure of interest rates i...
In this paper UK disaggregate survey data of expected future interest rates are used to test the ex...
This paper presents the results of an alternative test of the rational expectations theory of the te...
NoThis article develops a novel approach for measuring market expectations and term premia in the te...
A b s t r a c t. Using the monthly sampled data on LIBOR US dollar interest rates and maturities ran...
We test the expectations theory of the term structure of U.S. interest rates in nonlinear systems. T...
Since the appearance of the Radcliffe Report, the general liquidity attracts much attention in a fie...
In this Paper we concentrate on the hypothesis that the empirical rejections of the Expectations The...
This paper tes ts the Expectations Hypothesis (EH) of the term structure of interest rates using new...
This paper has the purpose of testing the expectations hypothesis of the term structure for two corp...
We reexamine the expectations theory of the term structure focusing on the question how monetary pol...
Survey data on interest-rate expectations permit separate testing of the two alternative hypotheses ...
Interest rate term structure is a function relating interest rate to term of maturity. Interest rat...
This paper begins with the expectations theory of the term structure of interest rates with constant...
In this paper UK disaggregate survey data of expected future interest rates are used to test the exp...
abstract: first, the basic idea of the expectations theory on the term structure of interest rates i...
In this paper UK disaggregate survey data of expected future interest rates are used to test the ex...
This paper presents the results of an alternative test of the rational expectations theory of the te...
NoThis article develops a novel approach for measuring market expectations and term premia in the te...
A b s t r a c t. Using the monthly sampled data on LIBOR US dollar interest rates and maturities ran...
We test the expectations theory of the term structure of U.S. interest rates in nonlinear systems. T...
Since the appearance of the Radcliffe Report, the general liquidity attracts much attention in a fie...
In this Paper we concentrate on the hypothesis that the empirical rejections of the Expectations The...
This paper tes ts the Expectations Hypothesis (EH) of the term structure of interest rates using new...
This paper has the purpose of testing the expectations hypothesis of the term structure for two corp...
We reexamine the expectations theory of the term structure focusing on the question how monetary pol...