This paper investigates the informational content of the yield curve in the European market
using data on the Italian term structures. According to the expectation hypothesis theory …

The validity of the expectations hypothesis of the term structure is examined for a sample of
Asian countries. A panel stationarity testing procedure is employed that addresses both …

This paper studies the Brazilian term structure of interest rates and characterises how the
term premia have changed over time. We employ a Kalman filter approach, which is …

The term structure of interest rates in Japan is analysed by means of a cointegration test in a
non-linear smooth transition autoregression (STAR) framework. The STAR approach tests …

In this article the expectations hypothesis (EH) is tested using cointegration techniques, for
maturities ranging from 1 to 12 months, for the Brazilian market. We found evidence …

Previous researchers have argued that yield curve contains information for future growth,
and to a certain extent, was accurate in predicting recessions through the signal of yield …

The BRICS is a group of major emerging economies in the world which have combined
financial resources to form the New Development Bank in an effort to address economic …

This paper argues that the impact of policy surprises on interest rates is to be held
conditional to CB credibility. Following Barro and Gordon (1978) and Cukiermann (1992) …

This book explores several non-traditional and under-researched fields in Islamic finance
through its investigations into how the newly-emergent financial instrument Sukuk behaves …

This article studies the information content of the term structure of interest rates of Thai
government bonds. Using monthly data from July 2001 to December 2013, this article tests …