"Peso Problem" Explanations for Term Structure Anomalies
收藏NBER1997-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6147
下载链接
链接失效反馈官方服务：
资源简介：
We examine the empirical evidence on the expectations hypothesis of the term structure of interest rates in the United States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector-autoregressive" methodology. We argue that anomalies in the U.S. term structure,
提供机构：
美国国家经济研究局
创建时间：
1997-08-01
