"Peso Problem" Explanations for Term Structure Anomalies
收藏NBER1997-08-01 更新2025-01-04 收录
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https://www.nber.org/papers/w6147
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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,
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美国国家经济研究局创建时间：
1997-08-01
