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
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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.
by "Nielsen BookData"