The revival of the expectations hypothesis of the US term structure of interest rates

DOI10.1016/S0165-1765(97)00039-6zbMath0895.90056OpenAlexW1984436254WikidataQ128081922 ScholiaQ128081922MaRDI QIDQ1389754

Chiente Hsu, Peter Kugler

Publication date: 30 June 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00039-6

zbMATH Keywords

term structurepolicy responsepredictive power

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (3)

Uncovered interest parity and policy behavior: New evidence ⋮ The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction ⋮ The term premium, time varying interest rate volatility and central bank policy reaction

Cites Work

• The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction

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