dc.contributor.author | Kiran, Burcu | |
dc.date.accessioned | 2021-03-03T20:26:17Z | |
dc.date.available | 2021-03-03T20:26:17Z | |
dc.date.issued | 2011 | |
dc.identifier.citation | Kiran B., "THE EXPECTATION HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE FROM SELECTED HIGH INCOME OECD COUNTRIES", ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, cilt.45, sa.4, ss.239-248, 2011 | |
dc.identifier.issn | 0424-267X | |
dc.identifier.other | vv_1032021 | |
dc.identifier.other | av_59e17674-ee4a-4238-90d6-8da3a3542fcf | |
dc.identifier.uri | http://hdl.handle.net/20.500.12627/63216 | |
dc.description.abstract | This paper empirically investigates the expectation hypothesis of the term structure of interest rates for selected high income OECD countries over the period from 1990:01 through 2010:04 by means of fractional cointegration approach. The results show that long term and short term interest rates for all selected countries are not fractionally cointegrated, implying unvalidity of the expectation hypothesis of the term structure. | |
dc.language.iso | eng | |
dc.subject | İktisat | |
dc.subject | Matematik | |
dc.subject | Sosyal ve Beşeri Bilimler | |
dc.subject | Temel Bilimler (SCI) | |
dc.subject | MATEMATİK, İNTERDİSKÜP UYGULAMALAR | |
dc.subject | Sosyal Bilimler (SOC) | |
dc.subject | Ekonomi ve İş | |
dc.subject | EKONOMİ | |
dc.title | THE EXPECTATION HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE FROM SELECTED HIGH INCOME OECD COUNTRIES | |
dc.type | Makale | |
dc.relation.journal | ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH | |
dc.contributor.department | İstanbul Üniversitesi , İktisat Fakültesi , Ekonometri | |
dc.identifier.volume | 45 | |
dc.identifier.issue | 4 | |
dc.identifier.startpage | 239 | |
dc.identifier.endpage | 248 | |
dc.contributor.firstauthorID | 82894 | |