TIME‐VARYING TERM PREMIA AND THE BEHAVIOR OF FORWARD INTEREST RATE PREDICTION ERRORS

S Iyer - Journal of Financial Research, 1997 - Wiley Online Library
In this paper I examine the time‐varying expected term premium argument for the failure of
the expectations hypothesis of the term structure of US interest rates. Using an unobserved …
被引用次数：15 相关文章

[引用][C] Time-Varying Term Premia And The Behavior Of Forward Interest Rate Prediction Errors

S Iyer - Journal of Financial Research, 1997 - ideas.repec.org
Time-Varying Term Premia And The Behavior Of Forward Interest Rate Prediction Errors IDEAS
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Time-varying term premia and the behavior of forward interest rate prediction errors.

S Iyer - The Journal of Financial Research, 1997 - elibrary.ru
Assesses the time-varying expected term premium argument for the failure of the
expectations hypothesis of the term structure of the United States interest rates. Estimation of …

Time-Varying Term Premia and the Behavior of Forward Interest Rate Prediction Errors

S Iyer - J. OF FINANCIAL RESEARCH - papers.ssrn.com
In this paper I examine the time-varying expected term premium argument for the failure of
the expectations hypothesis of the term structure of US interest rates. Using an unobserved …

[引用][C] TIME-VARYING TERM PREMIA AND THE BEHAVIOR OF FORWARD INTEREST RATE PREDICTION ERRORS

S Iyer - Journal of Financial Research, 1997 - econpapers.repec.org
EconPapers: TIME-VARYING TERM PREMIA AND THE BEHAVIOR OF FORWARD INTEREST
RATE PREDICTION ERRORS EconPapers Economics at your fingertips EconPapers Home …

TIME-VARYING TERM PREMIA AND THE BEHAVIOR OF FORWARD INTEREST RATE PREDICTION ERRORS.

S Iyer - Journal of Financial Research, 1997 - search.ebscohost.com
In this paper I examine the time-varying expected term premium argument for the failure of
the expectations hypothesis of the term structure of US interest rates. Using an unobserved …