Testing the Expectations Hypothesis of the Term Structure of Interest Rates in the Presence of a Potential Regime Shift

Markku Lanne

Manchester School, 2003, vol. 71, issue Supplement, pages 54-67

Date: 2003
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Related works:
Working Paper: TESTING THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES IN THE PRESENCE OF A POTENTIAL REGIME SHIFT (2000)
Working Paper: Testing the Expectations Hypothesis of the Term Structure of Interest Rates in the Presence of a Potential Regime Shift (1999)
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