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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
◽
Cited By ~ 40
Author(s):
Keith Cuthbertson
Keyword(s):
Term Structure
◽
Interbank Market
◽
Expectations Hypothesis
◽
The Uk
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References
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
◽
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Author(s):
PANAGIOTIS T. KONSTANTINOU
Keyword(s):
Term Structure
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Interbank Market
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Expectations Hypothesis
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The Term Structure of Very Short-Term Rates: New Evidence for the Expectations Hypothesis
CFA Digest
◽
10.2469/dig.v31.n2.875
◽
2001
◽
Vol 31
(2)
◽
pp. 61-62
Author(s):
David B. Miyazaki
Keyword(s):
Term Structure
◽
Short Term
◽
Expectations Hypothesis
◽
New Evidence
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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
CFA Digest
◽
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
◽
Cited By ~ 10
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
◽
Cited By ~ 12
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
◽
Cited By ~ 15
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
◽
Brazilian Case
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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
◽
Cited By ~ 1
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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