The expectations hypothesis of the term structure when interest rates are close to zero-Reference-Cited by-同舟云学术

The expectations hypothesis of the term structure when interest rates are close to zero

Published:2006-10 Issue:7 Volume:53 Page:1409-1424
ISSN:0304-3932
Container-title:Journal of Monetary Economics
language:en
Short-container-title:Journal of Monetary Economics

Author:

Ruge-Murcia Francisco J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference21 articles.

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2. Estimating and testing linear models with multiple structural changes;Bai;Econometrica,1998

3. Baxter, M., 1990. Estimating rational expectations models with censored variables: Mexico's adjustable peg regime of 1973–1982. University of Rochester, Mimeo.

4. Interest rates as options;Black;Journal of Finance,1995

5. A theory of the term structure of interest rates;Cox;Econometrica,1985

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