The expectations hypothesis for the longer end of the term structure : some evidence for Canada / by Ron Lange.: FB3-2/99-20E
This paper assesses the expectations theory for Canada using three empirical approaches that have received attention in the literature: (i) cointegration tests of the long-run unbiasedness hypothesis, (ii) simulations of a theoretical long-term yield that is consistent with the expectations hypothesis, and (iii) ex post tests of the rational expectations hypothesis.--Introduction
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.615028&sl=0
| Department/Agency |
|
|---|---|
| Title | The expectations hypothesis for the longer end of the term structure : some evidence for Canada / by Ron Lange. |
| Series title |
|
| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Physical text |
| Other formats | Digital text-[English] |
| Note(s) |
|
| Publishing information |
|
| Binding | Softcover |
| Description | v, 27p. : graphs, references, tables ; 28 cm. |
| ISBN | 0-662-28413-5 |
| ISSN | 1192-5434 |
| Catalogue number |
|
| Subject terms |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.Page details
- Date modified: