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Rational expectations and the expectations model of the term structure : A test using weekly data Author info | Abstract | Publisher info | Download info | Related research | Statistics Jones, David S.
Vance Roley, V.
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Article provided by Elsevier in its journal Journal of Monetary Economics .
Volume (Year): 12 (1983)
Issue (Month): 3 (September)
Pages: 453-465
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Handle: RePEc:eee:moneco:v:12:y:1983:i:3:p:453-465Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505566
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"A test of the expectations hypothesis of the term structure of interest rates for Sri Lanka ,"
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Robert J. Shiller & J. Huston McCulloch, 1987.
"The Term Structure of Interest Rates ,"
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2341, National Bureau of Economic Research, Inc.
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Frederic S. Mishkin, 1991.
"The Information in the Longer Maturity Term Structure about Future Inflation ,"
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Magdalena Massot Perelló & Juan M. Nave Pineda, 2003.
"La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 27(3), pages 533-564, September.
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Stefan Gerlach & Frank Smets, 1995.
"The term structure of Euro-rates: some evidence in support of the expectations hypothesis ,"
BIS Working Papers
28, Bank for International Settlements.
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Other versions:
Gerlach, Stefan & Smets, Frank, 1995.
"The Term Structure of Euro-Rates: Some Evidence in Support of the Expectations Hypothesis ,"
CEPR Discussion Papers
1258, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Gerlach, Stefan & Smets, Frank, 1997.
"The term structure of Euro-rates: some evidence in support of the expectations hypothesis ,"
Journal of International Money and Finance ,
Elsevier, vol. 16(2), pages 305-321, April.
[Downloadable!] (restricted) Andreas Fischer, 1989.
"Interpreting the Term Structure of Interest Rates Using Weekly Money Announcements ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 125(I), pages 43-53, March.
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