The expectations hypothesis, term premia, and the Canadian term structure of interest rates

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Keyphrases

Expectations Hypoth... Keyphrases

Term Structure of I... Keyphrases

Term Premia Keyphrases

Macroeconomic Varia... Keyphrases

Conditional Varianc... Keyphrases

T-bills Keyphrases

Monthly Data Keyphrases

US Evidence Keyphrases

INIS

hypothesis INIS

interest rate INIS

Economics, Econometrics and Finance

Yield Curve Economics, Econometrics a...

Measure of Dispersi... Economics, Econometrics a...

Macroeconomic Varia... Economics, Econometrics a...

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