Expectations, uncertainty and the term structure of interest rates
著者
書誌事項
Expectations, uncertainty and the term structure of interest rates
（Modern revivals in economics）
Gregg Revivals, 1992
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注記
"First published in Great Britein in 1974 by Martin Pobertson and company Ltd. Reprint in 1992 by Gregg Revivals" -- t.p. verso
Includes bibliographical references
内容説明・目次
内容説明
Provides a critical, analytical base for the major theories on the term structure of interest rates. The authors establish guidelines with which to subject individual theories to empirical evaluation, and provide a survey of the evidence to accompany the procedural aspects of the evaluation.
目次
- An overview of yield-to-maturity curves and theories of the term structure
- the traditional or expectations theory of the term structure of interest rates
- the meiselman hypothesis in theory and practice
- the malkiel theory, its hypothesis and their empirical value
- liquidity or risk premiums and the term structure of interest rates
- on teh hedging pressure theory of the term structure
- a perspective - suggestions for further research.
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