NEW HOPE FOR THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST-RATES

被引：114

作者：

FROOT, KA ^{[1
]}

机构：

[1] NATL BUR ECON RES,CAMBRIDGE,MA 02138

来源：

关键词：

D O I：

10.1111/j.1540-6261.1989.tb05058.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：283 / 305

页数：23

共 23 条

[1]

CAMPBELL JY, 1984, AM ECON REV, V74, P44

[2]

FAMA EF, 1987, AM ECON REV, V77, P680

[3] TERM PREMIUMS IN BOND RETURNS [J].

FAMA, EF .

[4] THE INFORMATION IN THE TERM STRUCTURE [J].

FAMA, EF .

[5]

FAMA EF, 1986, J BUS, V59, P39

[6] SURVEY EVIDENCE ON THE RATIONALITY OF INTEREST-RATE EXPECTATIONS [J].

FRIEDMAN, BM .

FRIEDMAN, BM .

[8]

FROOT KA, 1989, J ECON, V416, P139

[9]

FROOT KA, 1989, J FINANCIAL QUANTITA

HANSEN, LP .