NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM
Author:
Affiliation:
1. University of Missouri; Columbia
2. University of Nebraska; Omaha
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1991.tb00646.x/fullpdf
Reference14 articles.
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2. Cointegration and error correction: Representation, estimation and testing;Engle;Econometrica,1987
3. Forecasting and testing in co-integrated systems;Engle;Journal of Econometrics,1987
4. Did the Federal Reserve really represent a regime change in 1914?;Fishe;American Economic Review,1990
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