The expectations hypothesis, term premia, and the Canadian term structure of interest rates
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- Fabrizio Casalin, 2007.
"Single Equation Models, Co-Integration and the Expectations Hypothesis of the Term Structure of Interest Rates,"
Discussion Papers in Economics
07/06, Department of Economics, University of Leicester.
- Fabrizio Casalin, 2007. "Single Equation Models, Co-Integration and the Expectations Hypothesis of the Term Structure of Interest Rates," Working Papers 110, University of Milano-Bicocca, Department of Economics, revised 2007.
- Lange, Ronald H., 2014. "The small open macroeconomy and the yield curve: A state-space representation," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 1-21.
- Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011.
"Time-variation in term premia: International survey-based evidence,"
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Elsevier, vol. 30(4), pages 605-622, June.
- Christian Wolff & Ron Jongen & Willem F.C. Verschoor, 2009. "Time-Variation in Term Permia: International Survey-Based Evidence," LSF Research Working Paper Series 09-02, Luxembourg School of Finance, University of Luxembourg.
- Modena, Matteo, 2008.
"The term structure and the expectations hypothesis: a threshold model,"
9611, University Library of Munich, Germany.
- Matteo Modena, 2008. "The Term Structure and the Expectations Hypothesis: a Threshold Model," Working Papers 2008_36, Business School - Economics, University of Glasgow.
- Godbout, Lise & Storer, Paul & Zimmermann, Christian, 2002.
"The Canadian treasury bill auction and the term structure of interest rates,"
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Elsevier, vol. 26(6), pages 1165-1179, June.
- Lise Godbout & Paul Storer & Christian Zimmermann, 1999. "The Canadian Treasury Bill Auction and the Term Structure of Interest Rates," Cahiers de recherche CREFE / CREFE Working Papers 75, CREFE, Université du Québec à Montréal.
- Grahame Johnson, 2003. "Measuring Interest Rate Expectations in Canada," Staff Working Papers 03-26, Bank of Canada.
- Lange, Ronald H., 2013. "The Canadian macroeconomy and the yield curve: A dynamic latent factor approach," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 261-274.
- Musti, Silvana & D'Ecclesia, Rita Laura, 2008. "Term structure of interest rates and the expectation hypothesis: The euro area," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1596-1606, March.
More about this item
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G1 - Financial Economics - - General Financial Markets
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