New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates
收藏NBER1987-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2363
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资源简介：
Survey data on interest rate expectations are used to separate the forward interest rate into an expected future rate and a term premium. These components are used to test separately two competing alternative hypotheses in tests of the term structure: that the expectations hypothesis does not hold,
提供机构：
美国国家经济研究局
创建时间：
1987-08-01
