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The Revival of the Expectations Hypothesis of the US Term Structure of Interest Rates

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Author Info
Hsu, Chiente
Kugler, Peter
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File URL: http://www.sciencedirect.com/science/article/B6V84-3SX1M0B-K/2/a9e5c46689488c643e997b359b9fee98
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 55 (1997)
Issue (Month): 1 (August)
Pages: 115-120
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Handle: RePEc:eee:ecolet:v:55:y:1997:i:1:p:115-120

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  1. Petra Gerlach-Kristen, 2007. "Three aspects of the Swiss term structure: an empirical survey," Financial Markets and Portfolio Management, Springer, vol. 21(2), pages 221-240, June. [Downloadable!] (restricted)
  2. Alain W. HECQ, 2005. "Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach," Computing in Economics and Finance 2005 258, Society for Computational Economics. [Downloadable!]
  3. Gianna Boero & C. Torricelli, 1999. "The Information in the Term of Structure: further Results for Germany," Working Paper CRENoS 199912, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
  4. Daniel L. Thornton, 2004. "Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate," Working Papers 2000-003, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
  5. Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, EconWPA. [Downloadable!]
  6. Gordon H. Sellon, Jr., 2008. "Monetary policy transparency and private sector forecasts: evidence from survey data," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 7-34. [Downloadable!]
  7. Daniel L. Thornton, 2004. "Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox," Working Papers 2003-022, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
  8. Boero, G. & Torricelli, C., 1998. "Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence," The Warwick Economics Research Paper Series (TWERPS) 512, University of Warwick, Department of Economics. [Downloadable!]
  9. Gianna Boero & Costanza Torricelli, 2002. "The information in the term structure of German interest rates," European Journal of Finance, Taylor and Francis Journals, vol. 8(1), pages 21-45, March. [Downloadable!] (restricted)
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