Tests of the rational expectations model of the term structure of UK interest rates

DOI10.1016/0165-1765(82)90125-2zbMATH Open1268.91176OpenAlexW1979711363MaRDI QIDQ356570FDOQ356570

Authors: Nigel W. Duck, C. L. F. Attfield 

Publication date: 26 July 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(82)90125-2

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

• Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
• Title not available (Why is that?)

Cited In (4)

• Econometric tests of rationality and market efficiency
• Title not available (Why is that?)
• Price Pressures on UK Real Rates: An Empirical Investigation*
• TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS

This page was built for publication: Tests of the rational expectations model of the term structure of UK interest rates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q356570)