Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?

Richard Startz

Rodney L. White Center for Financial Research Working Papers from Wharton School Rodney L. White Center for Financial Research

References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Do forecast errors or term premia really make the difference between long and short rates? (1982)
Working Paper: Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:pennfi:08-81

Access Statistics for this paper

More papers in Rodney L. White Center for Financial Research Working Papers from Wharton School Rodney L. White Center for Financial Research Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().