The term premium and the puzzles of the expectations hypothesis of the term structure

Economic Modelling

Volumn 21, Issue 1, 2004, Pages 73-93

  Tzavalis, Elias ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Rational expectations; Term structure; Vector autoregression

Indexed keywords

EID: 0142169852     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0264-9993(02)00084-6     Document Type: Article

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