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Volumn 36, Issue 2, 2002, Pages 267-304

The expectations hypothesis of the term structure and risk premiums in dry bulk shipping freight markets

Author keywords

[No Author keywords available]

Indexed keywords

BULK CARGO; FREIGHT TRANSPORT; SHIPPING; TRANSPORTATION ECONOMICS;

EID: 0036589237     PISSN: 00225258     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (85)

References (39)
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    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 27
    • 0000641348 scopus 로고
    • Conditional heteroscedasticity in asset returns: A new approach
    • (1991) Econometrica , vol.59 , pp. 347-370
    • Nelson, D.B.1
  • 28
    • 0000706085 scopus 로고
    • A simple positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 37
    • 0000095552 scopus 로고
    • A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity
    • (1980) Econometrica , vol.48 , pp. 55-68
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.