Revisiting The Expectations Hypothesis Of The Term Structure Of Interest Rates PDF Download
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Author | : George Bulkley |
Publisher | : |
Total Pages | : 24 |
Release | : 2008 |
Genre | : |
ISBN | : |
Download Revisiting the Expectations Hypothesis of the Term Structure of Interest Rates Book in PDF, ePub and Kindle
The expectations hypothesis of the term structure has been decisively rejected by a large empirical literature that spans several decades. In this paper, using a newly constructed dataset of synthetic zero coupon bond yields, we show that evidence against the expectations hypothesis became very much weaker following the widespread acceptance of its empirical failure to describe the behavior of interest rates in the early 1990s. Indeed, in the period 1991-2004, the expectations hypothesis cannot be rejected for most bond maturities. These results are consistent with the idea that asset pricing anomalies tend to disappear once they are widely recognized.
Author | : Michael R. Sefchick |
Publisher | : |
Total Pages | : 152 |
Release | : 1983 |
Genre | : Interest rates |
ISBN | : |
Download The Expectations Hypothesis and the Term Structure of Interest Rates Book in PDF, ePub and Kindle
Author | : Kenneth A. Froot |
Publisher | : |
Total Pages | : 28 |
Release | : 1987 |
Genre | : |
ISBN | : |
Download New hope for the expectations hypothesis of the term structure of interest rates Book in PDF, ePub and Kindle
Author | : |
Publisher | : |
Total Pages | : 28 |
Release | : 1987 |
Genre | : |
ISBN | : |
Download New Hope for the Expectations Hypoithesis of the Term Structure of Interest Rates Book in PDF, ePub and Kindle
Author | : Frank J. Bonello |
Publisher | : |
Total Pages | : 300 |
Release | : 1968 |
Genre | : Interest and usury |
ISBN | : |
Download The Term Structure of Interest Rates Book in PDF, ePub and Kindle
Author | : Said Nazem Haidar |
Publisher | : |
Total Pages | : 104 |
Release | : 1982 |
Genre | : Bonds |
ISBN | : |
Download Rational Expectations, the Pure Expectations Hypothesis, and the Term Structure of Interest Rates Book in PDF, ePub and Kindle
Author | : Kenneth Jay Wallace |
Publisher | : |
Total Pages | : 126 |
Release | : 1965 |
Genre | : Interest |
ISBN | : |
Download A Critical Evaluation of the Expectations Hypothesis of the Term Structure of Interest Rates Book in PDF, ePub and Kindle
Author | : R. S. Masera |
Publisher | : |
Total Pages | : 232 |
Release | : 1972 |
Genre | : Business & Economics |
ISBN | : |
Download The Term Structure of Interest Rates Book in PDF, ePub and Kindle
Author | : Daniel L. Thornton |
Publisher | : |
Total Pages | : 28 |
Release | : 2004 |
Genre | : Interest rates |
ISBN | : |
Download Predictions of Short-term Rates and the Expectations Hypothesis of the Term Structure of Interest Rates Book in PDF, ePub and Kindle
Author | : |
Publisher | : |
Total Pages | : |
Release | : 1987 |
Genre | : |
ISBN | : |
Download New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates Book in PDF, ePub and Kindle