The expectation model of the term structure An empirical paradox

Tests of the expectations hypothesis and policy reaction to the term spread Some comparative evidence

Boero, G.
Torricelli, C.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.960(512) / BLDSC - British Libra...

Alternative tests of the expectations hypothesis of the term structure of interest rates

Bredin, D.
Central Bank of Ireland, Dublin (Ireland). Economic Analysis, Research and Publications Dept.

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:8684.560(2/RT/01) / BLDSC - British L...

Rational expectation models with partial information

Pearlman, J.
Currie, D.
Levine, P
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 1983

SIGLEAvailable from British Library Lending Division - LD:6392.926(120) / BLDSC - British Library Do...

A reconciliation of some paradoxical empirical results on the expectations model of the term structure

Psaradakis, Z.
Sola, M
Driffill, J.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--93/345) / BLDSC - ...

The rational expectations hypothesis of the term structure Reconciling the evidence

Tzavalis, E.
Wickens, M.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 95/33) / BLDSC - Britis...

On the expectations view of the term structure, term premia and survey-based expectations

MacDonald, R.
Macmillan, P
Saint Andrews Univ., Fife (United Kingdom). Dept of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.8513(SAU-DE-DP--9316) / BLDSC -...

On the expectations view of the term structure, term premia and survey based expectations

MacDonald, R.
Macmillan, P.
Dundee Univ. (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9448(5) / BLDSC - British Librar...

The expectations hypothesis of the term structure and time varying risk premia A panel data approach

Harris, R.D.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

Available from British Library Document Supply Centre-DSC:3597.9295(98/11) / BLDSC - British Library...

The term structure of Euro-rates Some evidence in support of the expectations hypothesis

Gerlach, S.
Smets, F
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1258) / BLDSC - B...

A test of the expectations hypothesis of the term structure using cross-section data

Harris, R.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(98/12) / BLDSC - British Li...

Exchange rate regimes and the expectations hypothesis of the term structure

Gerlach, S.
Smets, F.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1752) / BLDSC - British Lib...

Theory and empirical observation

O'Brien, D
Durham Univ. (United Kingdom). Dept. of Economics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DU-DE-WP--98) / BLDSC - Br...

The impossibility of eliminating the expectations gap Some theory and evidence

Sikka, P.
Puxty, A.
Willmott, H.
Essex Univ., Colchester (United Kingdom). Dept. of Accounting and Financial Management

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.949(EU-DAFM-WP--96/21) / BLDSC -...

Economics econometrics and expectations for formation

Cuthbertson, K
Newcastle upon Tyne Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:6100.395(88/09) / BLDSC - British Li...

Tests and applications of the rational expectations hypothesis of the term structure of interest rates

Tzavalis, E.

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:DX196313 / BLDSC - British Library Do...

Tests of the expectations hypothesis and policy reaction to the term spread Some comparative evidence

Boero, G.
Torricelli, C.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.960(512) / BLDSC - British Libra...

Alternative tests of the expectations hypothesis of the term structure of interest rates

Bredin, D.
Central Bank of Ireland, Dublin (Ireland). Economic Analysis, Research and Publications Dept.

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:8684.560(2/RT/01) / BLDSC - British L...

Rational expectation models with partial information

Pearlman, J.
Currie, D.
Levine, P
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 1983

SIGLEAvailable from British Library Lending Division - LD:6392.926(120) / BLDSC - British Library Do...

A reconciliation of some paradoxical empirical results on the expectations model of the term structure

Psaradakis, Z.
Sola, M
Driffill, J.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--93/345) / BLDSC - ...

The rational expectations hypothesis of the term structure Reconciling the evidence

Tzavalis, E.
Wickens, M.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 95/33) / BLDSC - Britis...

On the expectations view of the term structure, term premia and survey-based expectations

MacDonald, R.
Macmillan, P
Saint Andrews Univ., Fife (United Kingdom). Dept of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.8513(SAU-DE-DP--9316) / BLDSC -...

On the expectations view of the term structure, term premia and survey based expectations

MacDonald, R.
Macmillan, P.
Dundee Univ. (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9448(5) / BLDSC - British Librar...

The expectations hypothesis of the term structure and time varying risk premia A panel data approach

Harris, R.D.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

Available from British Library Document Supply Centre-DSC:3597.9295(98/11) / BLDSC - British Library...

The term structure of Euro-rates Some evidence in support of the expectations hypothesis

Gerlach, S.
Smets, F
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1258) / BLDSC - B...

A test of the expectations hypothesis of the term structure using cross-section data

Harris, R.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(98/12) / BLDSC - British Li...

Exchange rate regimes and the expectations hypothesis of the term structure

Gerlach, S.
Smets, F.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1752) / BLDSC - British Lib...

Theory and empirical observation

O'Brien, D
Durham Univ. (United Kingdom). Dept. of Economics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DU-DE-WP--98) / BLDSC - Br...

The impossibility of eliminating the expectations gap Some theory and evidence

Sikka, P.
Puxty, A.
Willmott, H.
Essex Univ., Colchester (United Kingdom). Dept. of Accounting and Financial Management

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.949(EU-DAFM-WP--96/21) / BLDSC -...

Economics econometrics and expectations for formation

Cuthbertson, K
Newcastle upon Tyne Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:6100.395(88/09) / BLDSC - British Li...

Tests and applications of the rational expectations hypothesis of the term structure of interest rates

Tzavalis, E.

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:DX196313 / BLDSC - British Library Do...

Tests of the expectations hypothesis and policy reaction to the term spread Some comparative evidence

Boero, G.
Torricelli, C.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.960(512) / BLDSC - British Libra...

Alternative tests of the expectations hypothesis of the term structure of interest rates

Bredin, D.
Central Bank of Ireland, Dublin (Ireland). Economic Analysis, Research and Publications Dept.

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:8684.560(2/RT/01) / BLDSC - British L...

Rational expectation models with partial information

Pearlman, J.
Currie, D.
Levine, P
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 1983

SIGLEAvailable from British Library Lending Division - LD:6392.926(120) / BLDSC - British Library Do...

The expectation model of the term structure An empirical paradox

Abstract

Extracted data

The expectation model of the term structure An empirical paradox

Abstract

Extracted data

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