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The expectations hypothesis, term premia, and the Canadian term structure of interest rates

✍ Scribed by Walid Hejazi; Huiwen Lai; Xian Yang


Book ID
108499931
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
97 KB
Volume
33
Category
Article
ISSN
0008-4085

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Term premia and the maturity composition
✍ Basma Bekdache πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 202 KB πŸ‘ 2 views

## Abstract This paper models bond term premia empirically in terms of the maturity composition of the federal debt and other observable economic variables in a time‐varying framework with potential regime shifts. We present regression and out‐of sample forecasting results demonstrating that inform