The term structure of very short-term rates: New evidence for the expectations hypothesis

Journal of Financial Economics

Volumn 58, Issue 3, 2000, Pages 397-415

  Longstaff, Francis A ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Expectations hypothesis; Interest rates

Indexed keywords

EID: 0034364807     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(00)00077-5     Document Type: Article

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