Work

The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value☆

Year: 2008

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2007.08.002

Authors: P DELLACORTE, L SARNO, D THORNTON

Institutions: University of Warwick, Axa (United Kingdom), Centre for Economic Policy Research, Federal Reserve Bank of St. Louis

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2148385653

FWCI: 16.89

Cites: 52

Cited by: 113

Related to: 10