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THE EXPECTATION HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE FROM SELECTED HIGH INCOME OECD COUNTRIES

dc.contributor.authorKiran, Burcu
dc.date.accessioned2021-03-03T20:26:17Z
dc.date.available2021-03-03T20:26:17Z
dc.date.issued2011
dc.identifier.citationKiran 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.issn0424-267X
dc.identifier.othervv_1032021
dc.identifier.otherav_59e17674-ee4a-4238-90d6-8da3a3542fcf
dc.identifier.urihttp://hdl.handle.net/20.500.12627/63216
dc.description.abstractThis 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.isoeng
dc.subjectİktisat
dc.subjectMatematik
dc.subjectSosyal ve Beşeri Bilimler
dc.subjectTemel Bilimler (SCI)
dc.subjectMATEMATİK, İNTERDİSKÜP UYGULAMALAR
dc.subjectSosyal Bilimler (SOC)
dc.subjectEkonomi ve İş
dc.subjectEKONOMİ
dc.titleTHE EXPECTATION HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE FROM SELECTED HIGH INCOME OECD COUNTRIES
dc.typeMakale
dc.relation.journalECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
dc.contributor.departmentİstanbul Üniversitesi , İktisat Fakültesi , Ekonometri
dc.identifier.volume45
dc.identifier.issue4
dc.identifier.startpage239
dc.identifier.endpage248
dc.contributor.firstauthorID82894


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