Add to ORKGThis paper empirically investigates the expectation hypothesis of the term structure of interest rates for selected high income OECD countries over the period from 1990:01 through 2010:04 by means of fractional cointegration approach. The results show that long term and short term interest rates for all selected countries are not fractionally cointegrated, implying unvalidity of the expectation hypothesis of the term structure
This paper uses cointegration and common trends techniques to investigate empirically the expectatio...
The validity of the expectations hypothesis of the term structure is examined for a sample of Asian ...
A version of the efficient markets view of the term structure of interest rates is tested using a mu...
This paper uses cointegration and common trends techniques to investigate empirically the ex-pectati...
M Com (Economics), North-West University, Vaal Triangle CampusThe predictive ability of the term str...
A system of U.S. and euro-area short and long-term interest rates is analyzed. According to the expe...
In this article the expectations hypothesis (EH) is tested using cointegration techniques, for matur...
This paper addresses the issue of the empirical investigation of monetary policy independence as thi...
The expectations hypothesis of the term structure of interest rates in the Czech Republic, Hungary, ...
The purpose of this paper is to test the (rational) expectations hypothesis of the term structure of...
This paper analysis the term structure of interest rates for the Group of Seven (G7) countries. In a...
This paper uses cointegration and common trends techniques to investigate empirically the expectatio...
Analyzing data on Euro-rates for 1978-1996, we find consistent evidence in favor of the Expectations...
This paper extends the analysis of Tronzano (2015) inside a multivariate cointegration framework. I ...
This paper investigates the informational content of the yield curve in the European market using da...
This paper uses cointegration and common trends techniques to investigate empirically the expectatio...
The validity of the expectations hypothesis of the term structure is examined for a sample of Asian ...
A version of the efficient markets view of the term structure of interest rates is tested using a mu...
This paper uses cointegration and common trends techniques to investigate empirically the ex-pectati...
M Com (Economics), North-West University, Vaal Triangle CampusThe predictive ability of the term str...
A system of U.S. and euro-area short and long-term interest rates is analyzed. According to the expe...
In this article the expectations hypothesis (EH) is tested using cointegration techniques, for matur...
This paper addresses the issue of the empirical investigation of monetary policy independence as thi...
The expectations hypothesis of the term structure of interest rates in the Czech Republic, Hungary, ...
The purpose of this paper is to test the (rational) expectations hypothesis of the term structure of...
This paper analysis the term structure of interest rates for the Group of Seven (G7) countries. In a...
This paper uses cointegration and common trends techniques to investigate empirically the expectatio...
Analyzing data on Euro-rates for 1978-1996, we find consistent evidence in favor of the Expectations...
This paper extends the analysis of Tronzano (2015) inside a multivariate cointegration framework. I ...
This paper investigates the informational content of the yield curve in the European market using da...
This paper uses cointegration and common trends techniques to investigate empirically the expectatio...
The validity of the expectations hypothesis of the term structure is examined for a sample of Asian ...
A version of the efficient markets view of the term structure of interest rates is tested using a mu...