Expectations, uncertainty and the term structure of interest rates
Author(s)
Bibliographic Information
Expectations, uncertainty and the term structure of interest rates
（Modern revivals in economics）
Gregg Revivals, 1992
Available at 10 libraries
Note
"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
Description and Table of Contents
Description
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.
Table of Contents
- 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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