Expectations Hypotheses Tests
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- Geert Bekaert & Robert J. Hodrick, 2001. "Expectations Hypotheses Tests," Journal of Finance, American Finance Association, vol. 56(4), pages 1357-1394, August.
References listed on IDEAS
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"On biases in tests of the expectations hypothesis of the term structure of interest rates,"
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More about this item
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- F3 - International Economics - - International Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2000-05-16 (International Finance)
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