The Expectations Hypothesis of the Term Structure : A Look at the Polish Interbank Market

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2005.11052611 ◽

2005 ◽

Vol 41 (3) ◽

pp. 70-91 ◽

Author(s):

PANAGIOTIS T. KONSTANTINOU

Keyword(s):

Term Structure ◽

Interbank Market ◽

Expectations Hypothesis

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The Expectations Hypothesis of the Term Structure: The UK Interbank Market

The Economic Journal ◽

10.2307/2235564 ◽

1996 ◽

Vol 106 (436) ◽

pp. 578 ◽

Author(s):

Keith Cuthbertson

Keyword(s):

Term Structure ◽

Interbank Market ◽

Expectations Hypothesis ◽

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The Term Structure of Very Short-Term Rates: New Evidence for the Expectations Hypothesis

10.2469/dig.v31.n2.875 ◽

2001 ◽

Vol 31 (2) ◽

pp. 61-62

Author(s):

David B. Miyazaki

Keyword(s):

Term Structure ◽

Expectations Hypothesis ◽

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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

10.2469/dig.v37.n3.4780 ◽

2007 ◽

Vol 37 (3) ◽

pp. 23-24

Author(s):

Richard D. Long

Keyword(s):

Term Structure ◽

Bond Yields ◽

Expectations Hypothesis

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The Expectations Hypothesis of the Term Structure: A Test Using French Government Bonds (In French)

SSRN Electronic Journal ◽

10.2139/ssrn.1734751 ◽

1997 ◽

Author(s):

Eric Jondeau ◽

Roland Ricart

Keyword(s):

Term Structure ◽

Government Bonds ◽

Expectations Hypothesis ◽

French Government

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VAR Model and the Test of the Expectations Hypothesis of the Term Structure (In French)

SSRN Electronic Journal ◽

10.2139/ssrn.1734748 ◽

1997 ◽

Author(s):

Eric Jondeau

Keyword(s):

Term Structure ◽

Var Model ◽

Expectations Hypothesis

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The term structure of UK interest rates: tests of the expectations hypothesis

Applied Economics ◽

10.1080/00036849108841014 ◽

1991 ◽

Vol 23 (4) ◽

pp. 599-606 ◽

Author(s):

Terence C. Mills

Keyword(s):

Interest Rates ◽

Term Structure ◽

Expectations Hypothesis

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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

10.20955/wp.2003.021 ◽

2003 ◽

Author(s):

Daniel L. Thornton ◽

Giorgio Valente ◽

Lucio Sarno

Keyword(s):

Term Structure ◽

Bond Yields ◽

Expectations Hypothesis

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The expectations hypothesis of the term structure when interest rates are close to zero

Journal of Monetary Economics ◽

10.1016/j.jmoneco.2005.07.014 ◽

2006 ◽

Vol 53 (7) ◽

pp. 1409-1424 ◽

Author(s):

Francisco J. Ruge-Murcia

Keyword(s):

Interest Rates ◽

Term Structure ◽

Expectations Hypothesis

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The expectations hypothesis of the term structure of interest rates: The Brazilian case revisited

Applied Economics Letters ◽

10.1080/13504851.2018.1488053 ◽

2018 ◽

Vol 26 (8) ◽

pp. 633-637

Author(s):

João F. Caldeira ◽

Emanuelle N. Smaniotto

Keyword(s):

Interest Rates ◽

Term Structure ◽

Expectations Hypothesis ◽

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Qualms About the Linearized Expectations Hypothesis and Variance-Bounds Studies of the Interest Rate Term Structure

Lecture Notes in Economics and Mathematical Systems - Econometric Decision Models ◽

10.1007/978-3-642-51675-7_18 ◽

1991 ◽

pp. 305-319 ◽

Author(s):

Gary S. Shea

Keyword(s):

Interest Rate ◽

Term Structure ◽

Variance Bounds ◽

Expectations Hypothesis ◽

Interest Rate Term Structure ◽

The Interest Rate

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