✦ LIBER ✦

Estimation and testing of the term structure of the forward premium under rational expectations

✍ Scribed by Richard T. Baillie; Patrick C. McMahon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tests of rational expectations and no ri

✍ David A. Hsieh 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 620 KB

Estimation of a rational expectations mo

✍ Angelo Melino 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 189 KB

THE TERM STRUCTURE OF INTEREST RATES IN

✍ Tom Engsted 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 905 KB

The term premium and the puzzles of the

✍ Elias Tzavalis 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 172 KB

Forward premiums and market efficiency:

✍ John Barkoulas; Christopher F Baum; Atreya Chakraborty 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 134 KB

The exchange and interest rate term stru

✍ Charles A. Wyplosz 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 811 KB