Further analysis of the expectations hypothesis using very short-term rates

Craig R. Brown; Ken B. Cyree; Mark D. Griffiths; Drew B. Winters

首页> 外文期刊>Journal of banking & finance >Further analysis of the expectations hypothesis using very short-term rates

【24h】

Further analysis of the expectations hypothesis using very short-term rates

机译：使用非常短期的利率进一步分析预期假设

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

Longstaff [Longstaff, F., 2000. The term structure of very short-term rates: new evidence for the expectations hypothesis. Journal of Financial Economics 58, 397-415] finds support for the expectations hypothesis at the very short end of the repurchase ag

机译：Longstaff [Longstaff，F.，2000。非常短期利率的期限结构：预期假设的新证据。金融经济学杂志，第58卷，第397-415页]在回购股份交易的最短时间内找到了对预期假设的支持

著录项

来源
《Journal of banking & finance》 |2008年第4期|p.600-613|共14页
作者
Craig R. Brown; Ken B. Cyree; Mark D. Griffiths; Drew B. Winters;
展开▼
作者单位

Deloitte & Touche, United States;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类 f;
关键词
expectations hypothesis; term structure; repurchase agreements;

机译：期望假设;期限结构;回购协议;

相似文献

外文文献
中文文献
专利

1. Predictions of short-term rates and the expectations hypothesis [J] . Guidolin Massimo, Thornton Daniel L. International journal of forecasting . 2018,第4期

机译：短期利率的预测和期望假设
2. A test of the expectations hypothesis in very short-term international rates in the presence of preferred habitat for liquidity [J] . Vladimir Kotomin The quarterly review of economics and finance . 2011,第1期

机译：在存在流动性偏好的栖息地的情况下，以非常短期的国际汇率对期望假设进行检验
3. Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate [J] . Daniel L. Thornton Journal of banking & finance . 2005,第10期

机译：预期假设的检验：解决短期利率为联邦基金利率时的异常情况
4. Tests of the Expectation Hypothesis Using the Repo Rates in the Inter-bank Market of China [C] . FAN Long-zhen International Conference on Management Science and Engineering . 2004

机译：利用中国银行间市场中的回购率的预期假设的测试
5. Role of time movement of short-term interest rate on the inference about the expectations hypothesis of the term structure. [D] . Shambora, William Edward. 2000

机译：短期利率的时间变动对期限结构的预期假设的推断作用。
6. A review for clinical outcomes research: hypothesis generation data strategy and hypothesis-driven statistical analysis [O] . David C. Chang, Mark A. Talamini -1

机译：临床结局研究综述：假设生成数据策略和假设驱动的统计分析
7. Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates [O] . Guidolin Massimo, Thornton Daniel L. 2008

机译：短期利率的预测和利率期限结构的预期假设
8. Expectations Trap Hypothesis. International Finance Discussion Papers Number 676 [R] . Christiano, L. J., Gust, C. 2000

机译：期望陷阱假设。国际金融讨论文件编号676

Further analysis of the expectations hypothesis using very short-term rates

摘要

著录项

相似文献

相关主题

期刊订阅