The expectations hypothesis of the term structure and time-varying risk premia: a panel data approach

Authors
Harris, RDF
Citation
Rdf. Harris, The expectations hypothesis of the term structure and time-varying risk premia: a panel data approach, OX B ECON S, 63(2), 2001, pp. 233-245
Citations number
29
Categorie Soggetti
Economics
Journal title
OXFORD BULLETIN OF ECONOMICS AND STATISTICS
ISSN journal
03059049 → ACNP
Volume
63
Issue
2
Year of publication
2001
Pages
233 - 245
Database
ISI
SICI code
0305-9049(200105)63:2<233:TEHOTT>2.0.ZU;2-U