Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe

Andrew Hughes Hallett and Christian Richter

No 3, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Interest Rates; Time Dependent Spectral Analysis; Behavioural Finance; Learning; Uncovered Interest Parity (search for similar items in EconPapers)
JEL-codes: C22 C51 F31 G14 (search for similar items in EconPapers)
Date: 2002-07-01
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Citations: View citations in EconPapers (14)

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Working Paper: Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe (2010)
Journal Article: Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe (2002)
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