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

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...

The dynamics of term structure risk and exchange rates

Drakos, K.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN034302 / BLDSC - British Library D...

Risk premia in the term structure of interest rates: A panel data approach

Wolff, C.C.P.
Bams, W.F.M.

January 2003

In this paper we propose a panel data approach to modeling the risk premium in the term structure of...

Risk premia in the term structure of interest rates A panel data approach

Bams, D.
Wolff, C.C.
Centre for Economic Policy Research, London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2392) / BLDSC - British Lib...

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...

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...

The expectation model of the term structure An empirical paradox

Driffill, J.
Psaradakis, Z.
Sola, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--3-93) / BLDSC ...

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...

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 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...

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...

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 -...

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 - ...

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...

The rational expectations hypothesis of the term structure An economic analysis of the U.S. treasury yield curve 1952-1991

Henry, O.T.J

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187024 / BLDSC - British Library D...

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...

The dynamics of term structure risk and exchange rates

Drakos, K.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN034302 / BLDSC - British Library D...

Risk premia in the term structure of interest rates: A panel data approach

Wolff, C.C.P.
Bams, W.F.M.

January 2003

In this paper we propose a panel data approach to modeling the risk premium in the term structure of...

Risk premia in the term structure of interest rates A panel data approach

Bams, D.
Wolff, C.C.
Centre for Economic Policy Research, London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2392) / BLDSC - British Lib...

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...

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...

The expectation model of the term structure An empirical paradox

Driffill, J.
Psaradakis, Z.
Sola, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--3-93) / BLDSC ...

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...

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 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...

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...

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 -...

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 - ...

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...

The rational expectations hypothesis of the term structure An economic analysis of the U.S. treasury yield curve 1952-1991

Henry, O.T.J

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187024 / BLDSC - British Library D...

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...

The dynamics of term structure risk and exchange rates

Drakos, K.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN034302 / BLDSC - British Library D...

Risk premia in the term structure of interest rates: A panel data approach

Wolff, C.C.P.
Bams, W.F.M.

January 2003

In this paper we propose a panel data approach to modeling the risk premium in the term structure of...

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

Abstract

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

Abstract

Extracted data

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