Rational expectations and the expectations model of the term structure

Author:

Jones David S.,Vance Roley V.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. On the econometric testing of rationality and market efficiency;Abel,1979

2. Foundations of finance;Fama,1976

3. Forward rates as predictors of future spot rates;Fama;Journal of Financial Economics,1976

4. Interest rate expectations versus forward rates: Evidence from an expectations survey;Friedman;Journal of Finance,1979

5. Survey evidence on the ‘rationality’ of interest rate expectations;Friedman;Journal of Monetary Economics,1980

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