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| Author: | Bekaert, G. Hodrick, R.J. |
| Title: | Expectations hypotheses tests |
| Journal: | Journal of Finance
2001 : AUG, VOL. 56:4, p. 1357-1399 |
| Index terms: | DEUTSCHMARKS DOLLARS EXPECTATIONS FOREIGN EXCHANGE MARKET POUND TERM STRUCTURE OF INTEREST RATES |
| Language: | eng |
| Abstract: | The authors investigate the expectations hypotheses of the term structure of interest rates and of the foreign exchange market using vector autoregressive methods for U.S. dollar, Deutsche mark, and British pound interest rates and exchange rates. |
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