Pages that link to "Item:Q1389754"

The following pages link to The revival of the expectations hypothesis of the US term structure of interest rates (Q1389754):

Displaying 12 items.

• Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates (Q292025) (← links)
• Uncovered interest parity and policy behavior: New evidence (Q1583178) (← links)
• The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction (Q1606434) (← links)
• The term premium, time varying interest rate volatility and central bank policy reaction (Q1608822) (← links)
• Expectations hypothesis and term structure of interest rates: an evidence from emerging market (Q1627681) (← links)
• Testing the expectations hypothesis using long-maturity forward rates (Q1853649) (← links)
• Forward interest rates as predictors of future US spot rates before and after the 2008 financial crisis (Q2083602) (← links)
• Time-varying long-range dependence in US interest rates (Q2468080) (← links)
• Evidence for state transition and altered serial codependence in US$ interest rates (Q3395733) (← links)
• Analysis of drawdowns and drawups in the US$ interest-rate market (Q3437385) (← links)
• The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure (Q4211601) (← links)
• TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS (Q4434339) (← links)