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The Expectations Hypothesis of the Term Structure: The UK Interbank Market

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References

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188 cited

1992Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors115 cited

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1995THE TERM STRUCTURE OF INTEREST RATES IN THE LONDON INTERBANK MARKET50 cited
1988THE TERM STRUCTURE OF INTEREST RATES IN THE UK*41 cited
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2002Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates39 cited
2000Regime shifts in the Danish term structure of interest rates39 cited
2007Preferred habitat for liquidity in international short-term interest rates38 cited
2008Testing the expectations hypothesis when interest rates are near integrated36 cited
2018The Term Structure of Interest Rates32 cited
2003Testes da Hipótese de Expectativas na Estrutura a Termo das Taxas de Juros Brasileiras29 cited
2003A hipótese das expectativas na estrutura a termo de juros no Brasil: uma aplicação de modelos de valor presente29 cited
2002Measures of Fit for Rational Expectations Models27 cited
2006Charter market default risk: A conceptual approach23 cited
2005The Expectations Hypothesis of the Term Structure : A Look at the Polish Interbank Market20 cited
2006Inflation regimes in the US term structure of interest rates20 cited