## Abstract Using a number of longβterm maturities and monthly data, 1989β1997, we provide a number of tests of the expectations hypothesis (EH) of the term structure. The main insight in this paper is the use of the excess holding period return to provide a proxy for a possible timeβvarying term p
β¦ LIBER β¦
LONG-MEMORY RISK PREMIA IN EXCHANGE RATES
β Scribed by J. D. BYERS; D. A. PEEL
- Book ID
- 111042495
- Publisher
- John Wiley and Sons
- Year
- 1996
- Tongue
- English
- Weight
- 745 KB
- Volume
- 64
- Category
- Article
- ISSN
- 1463-6786
No coin nor oath required. For personal study only.
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