Pages that link to "Item:Q3368212"
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The following pages link to Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods (Q3368212):
Displaying 4 items.
- Expectations hypothesis and term structure of interest rates: an evidence from emerging market (Q1627681) (← links)
- Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects (Q2687856) (← links)
- TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS (Q4434339) (← links)
- Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5894587) (← links)