Peso problem explanations for term structure anomalies

Journal of Monetary Economics

Volumn 48, Issue 2, 2001, Pages 241-270

  Bekaert, Geert ^a,b   Hodrick, Robert J ^a,b   Marshall, David A ^c  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c FEDERAL RESERVE BANK OF CHICAGO   (United States)

Author keywords

Expectations hypothesis; Regime switching; Term structure

Indexed keywords

EID: 0000395657     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-3932(01)00075-7     Document Type: Article

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