On biases in tests of the expectation hypothesis of the term structure of interest rates

G.R.J. Bekaert, R. Hodrick, D. Marshall

    Research output: Contribution to journalArticleScientificpeer-review

    Original languageEnglish
    JournalJournal of Financial Economics
    Issue numberOctober
    Publication statusPublished - 1996

    Cite this

    @article{61dad1b336fd4498ad044f64b254f5a3,
    title = "On biases in tests of the expectation hypothesis of the term structure of interest rates",
    author = "G.R.J. Bekaert and R. Hodrick and D. Marshall",
    year = "1996",
    language = "English",
    journal = "Journal of Financial Economics",
    issn = "0304-405X",
    publisher = "Elsevier Science",
    number = "October",

    }

    On biases in tests of the expectation hypothesis of the term structure of interest rates. / Bekaert, G.R.J.; Hodrick, R.; Marshall, D.

    In: Journal of Financial Economics, No. October, 1996.

    Research output: Contribution to journalArticleScientificpeer-review

    TY - JOUR

    T1 - On biases in tests of the expectation hypothesis of the term structure of interest rates

    AU - Bekaert, G.R.J.

    AU - Hodrick, R.

    AU - Marshall, D.

    PY - 1996

    Y1 - 1996

    M3 - Article

    JO - Journal of Financial Economics

    JF - Journal of Financial Economics

    SN - 0304-405X

    IS - October

    ER -