𝔖 Bobbio Scriptorium
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Linear mappings are fairly well-behaved

✍ Scribed by Douglas Bridges; Hajime Ishihara

Book ID
112494896
Publisher
Springer
Year
1990
Tongue
English
Weight
251 KB
Volume
54
Category
Article
ISSN
0003-889X

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We test the expectations hypothesis (EH) of the term structure of interest rates for the German money market at the short end of the maturity spectrum using a variety of metrics, and on balance we argue that the results tend to broadly support the hypothesis. We utilise monthly data on pure discount