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Rational expectations and the expectations model of the term structure

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References

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1972The Behavior of Interest Rates.

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118 cited

1975The Expectations Hypothesis and the Efficiency of the Treasury Bill Market104 cited

Cited by

1989Expectations and Risk in the Treasury Bill Market: An Instrumental Variables Approach47 cited
2012INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH37 cited
2007Macroeconomic Sources of Risk in the Term Structure30 cited
2003Testes da Hipótese de Expectativas na Estrutura a Termo das Taxas de Juros Brasileiras29 cited
2010Revisiting the expectations hypothesis of the term structure of interest rates27 cited
1988The Expectations Theory of the Term Structure of Interest Rates in Australia*26 cited
1991The term structure of UK interest rates: tests of the expectations hypothesis26 cited
1989The Information Content of the Term Structure of Interest Rates26 cited
1987New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates22 cited
2002The expectation hypothesis in emerging financial markets: the case of Malaysia19 cited
2002The information in the term structure of German interest rates14 cited