Title of article
Testing the expectations hypothesis using long-maturity forward rates
Author/Authors
Charlotte Christiansen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
6
From page
175
To page
180
Abstract
This paper reports on long-maturity interest rates. The results hardly vary across maturities. Using ‘forward-rate’ regressions, the expectations hypothesis (EH) is numerically close to being accepted. For a long (short) data set, the EH is statistically rejected (accepted).
Keywords
Term structure of interest rates , Expectations hypothesis , Forward rates , Forward-rate regressions , Long maturity
Journal title
Economics Letters
Serial Year
2003
Journal title
Economics Letters
Record number
435101
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