Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis
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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
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美国国家经济研究局创建时间：
1982-03-01
