Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis
收藏NBER1982-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0869
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资源简介：
This paper tests the joint hypothesis of rational expectations and the expectations model of the term structure for three- and six-month Treasury bills. Previous studies are extended in three directions. First, common efficient markets-rational expectations tests are compared, and it is shown that
提供机构：
美国国家经济研究局
创建时间：
1982-03-01
