Expectations Hypotheses Tests
收藏NBER2000-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7609
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资源简介：
We investigate the Expectations Hypotheses of the term structure of interest rates and of the foreign exchange market using vector autoregressive methods for the U.S. dollar, Deutsche mark, and British pound interest rates and exchange rates. In addition to standard Wald tests, we formulate Lagrange
提供机构：
美国国家经济研究局
创建时间：
2000-03-01
