Rational Forecasts in Models of the Term Structure of Interest Rates
Author:
Publisher
Palgrave Macmillan UK
Link
http://link.springer.com/content/pdf/10.1007/978-1-349-09287-1_8
Reference24 articles.
1. Baillie, R. T., Lippens, R. E. and McMahon, P. C. (1983) ‘Testing rational expectations and efficiency in the foreign exchange market’, Econometrica, 51: 553–63.
2. Begg David, K. H. (1984) ‘Rational expectations and bond pricing: modelling the term structure with and without certainty equivalence’, Economic Journal, 94: 45–58.
3. Fama, E. (1970) ‘Efficient capital markets: a review of theory and empirical work’, Journal of Finance, 25: 383–417.
4. Fildes, R. A. and Fitzgerald, M. D. (1980) ‘Efficiency and premiums in the short term money market’, Journal of Money, Credit and Banking, 12: 615–29.
5. Fisher, D. (1966) ‘Expectations and the term structure of interest rates and recent British experience’, Economica, 33: 319–29.
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