The Information in the Term Structure: Some Further Results
收藏NBER1988-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2575
下载链接
链接失效反馈官方服务：
资源简介：
This paper provides some refinements and updating of Fama's (1984) evidence on the information in the term structure about future spot interest rate movements. First, it uses econometric techniques that properly correct standard errors for overlapping data and for conditional heteroscedasticity.
提供机构：
美国国家经济研究局
创建时间：
1988-05-01
