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~institution:"Federal Reserve Bank of St. Louis"
~person:"Valente, Giorgio"
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The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
-
Federal Reserve Bank of St. Louis
-
2005
. While �nance
theory
is generally based on the assumption that interest rates are stationary, and we have a strong economic …
Persistent link: https://www.econbiz.de/10005352888
Saved in:
2
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
(e.g. Nelson, 1972; Meese and Rogoff, 1983) found that simple benchmarks do as well as
theory
-based models. Our …
Persistent link: https://www.econbiz.de/10001971188
Saved in:
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