The term structure of Euro-rates: Some evidence in support of the expectations hypothesis

Journal of International Money and Finance

Volumn 16, Issue 2, 1997, Pages 305-321

  Gerlach, Stefan ^a,b   Smets, Frank ^a,b  

^a BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

^b CEPR   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031116184     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(96)00050-2     Document Type: Article

References (13)

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12. Shiller, R. J. (1990) The term structure of interest rates in Handbook of Monetary Economics, Vol. 1, ed B. M. Friedman and F. H. Hahn. North-Holland, Amsterdam.
13. Shiller, R. J., Campbell, J. Y. and Schoenholtz, K. I. (1983) Forward rates and future policy: Interpreting the term structure of interest rates. Brookings Papers on Economic Activity 1, 173-217.