The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada
- ISBN-10
- 0662284135
- ISBN-13
- 9780662284130
- Category
- Interest rates
- Pages
- 27
- Language
- English
- Published
- 1998
- Authors
- Bank of Canada, Ronald Henry Lange
Description
Assesses the expectations theory for the longer end of the term structure of Canadian interest rates using three empirical approaches that have received attention in the literature: cointegration tests of the long-run unbiasedness ...
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