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来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/w1828 |
来源ID | Working 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 |
URL | https://www.nber.org/papers/w1828 |
来源智库 | National Bureau of Economic Research (United States) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/559075 |
推荐引用方式 GB/T 7714 | Angelo Melino. The Term Structure of Interest Rates: Evidence and Theory. 1986. |
条目包含的文件 | ||||||
文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
w1828.pdf(368KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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