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Discussion.
- Source :
- Journal of Finance (Wiley-Blackwell); Aug2001, Vol. 56 Issue 4, p1394-1399, 6p
- Publication Year :
- 2001
-
Abstract
- The article presents commentary from Matthew Richardson about a paper written by Geert Bekaert and Robert J. Hodrick (B&H), entitled "Expectations Hypotheses Tests," which appeared in the August, 2001 issue of the "Journal of Finance." In that paper B&H examined the expectations hypothesis for interest rates. The author of the current paper notes that B&H have made three important contributions by focusing attention on testing methodologies, by developing a general econometric methodology, and by highlighting the poor finite sample properties of the Wald test.
Details
- Language :
- English
- ISSN :
- 00221082
- Volume :
- 56
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Journal of Finance (Wiley-Blackwell)
- Publication Type :
- Academic Journal
- Accession number :
- 4868592
- Full Text :
- https://doi.org/10.1111/0022-1082.00372