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Testing the Expectations Hypothesis: Some New Evidence for Japan.
- Source :
- Review (00149187); Sep/Oct2004, Vol. 86 Issue 5, p21-39, 19p, 5 Charts, 6 Graphs
- Publication Year :
- 2004
-
Abstract
- Focuses on testing the expectations hypothesis (EH) on the Japanese bond market. Overview of the structural changes in the Japanese financial markets; Mathematical models used to test the EH using Japanese Treasury interest rates; Implications of nonstationarity for the EH.
- Subjects :
- BOND market
MATHEMATICAL models
TREASURY bills
INTEREST rates
Subjects
Details
- Language :
- English
- ISSN :
- 00149187
- Volume :
- 86
- Issue :
- 5
- Database :
- Complementary Index
- Journal :
- Review (00149187)
- Publication Type :
- Academic Journal
- Accession number :
- 14308412
- Full Text :
- https://doi.org/10.20955/r.86.21-40