G2TT
来源类型Working Paper
规范类型报告
DOI10.3386/w1828
来源IDWorking Paper 1828
The Term Structure of Interest Rates: Evidence and Theory
Angelo Melino
发表日期1986-02-01
出版年1986
语种英语
摘要The term structure of interest rates is an old topic. Over the years, both the hypotheses debated and the research techniques used have changed considerably. Two fairly recent developments which distinguish current research are the widespread adoption of rational expectations and the integration of the term structure with the general theory of asset pricing. This survey reviews previous work from this perspective. The main objective is to catalog available evidence about term premia and to interpret this evidence in light of alternative models of term premia determination.
主题Macroeconomics
URLhttps://www.nber.org/papers/w1828
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/559075
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GB/T 7714
Angelo Melino. The Term Structure of Interest Rates: Evidence and Theory. 1986.
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