The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

Giorgio Valente (), Daniel Thornton () and Lucio Sarno ()

Working Papers from Warwick Business School, Financial Econometrics Research Centre

Date: 2005
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Related works:
Working Paper: The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields (2005)
Working Paper: The empirical failure of the expectations hypothesis of the term structure of bond yields (2005)
Journal Article: The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields (2007)
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