Matches in SemOpenAlex for { <https://semopenalex.org/work/W2071953200> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W2071953200 abstract "This paper presents new tests of the efficient markets view of the interest rate term structure utilizing recently developed cointegration methodology in a bivariate autoregressive system consisting of the spread between long and short interest rates and the change in the Treasury Bill rate. The efficient markets restrictions on the bivariate autoregressive system are supported by U.K. data from 1963:1 to 1987:1. Further support is obtained from som e simple Granger-causality tests. However, volatility statistics give rather mixed results. On balance, the authors' findings suggest a risk-adjusted expectations approach to the term structure. Copyright 1988 by Blackwell Publishing Ltd and the Board of Trustees of the Bulletin of Economic Research" @default.
- W2071953200 created "2016-06-24" @default.
- W2071953200 creator A5026796905 @default.
- W2071953200 creator A5051953699 @default.
- W2071953200 date "2007-04-29" @default.
- W2071953200 modified "2023-10-14" @default.
- W2071953200 title "THE TERM STRUCTURE OF INTEREST RATES IN THE UK*" @default.
- W2071953200 cites W1979711363 @default.
- W2071953200 cites W1990981316 @default.
- W2071953200 cites W2011696830 @default.
- W2071953200 cites W2019459021 @default.
- W2071953200 cites W2028995298 @default.
- W2071953200 cites W2045785258 @default.
- W2071953200 cites W2048624795 @default.
- W2071953200 cites W2059174264 @default.
- W2071953200 cites W2061489468 @default.
- W2071953200 cites W2093230975 @default.
- W2071953200 cites W2095364399 @default.
- W2071953200 cites W2109966454 @default.
- W2071953200 cites W2110603299 @default.
- W2071953200 cites W2133050755 @default.
- W2071953200 cites W3021558768 @default.
- W2071953200 cites W3123496354 @default.
- W2071953200 cites W3123644430 @default.
- W2071953200 cites W3126096013 @default.
- W2071953200 cites W4206469534 @default.
- W2071953200 doi "https://doi.org/10.1111/j.1467-8586.1988.tb00272.x" @default.
- W2071953200 hasPublicationYear "2007" @default.
- W2071953200 type Work @default.
- W2071953200 sameAs 2071953200 @default.
- W2071953200 citedByCount "33" @default.
- W2071953200 countsByYear W20719532002014 @default.
- W2071953200 countsByYear W20719532002016 @default.
- W2071953200 countsByYear W20719532002018 @default.
- W2071953200 countsByYear W20719532002021 @default.
- W2071953200 crossrefType "journal-article" @default.
- W2071953200 hasAuthorship W2071953200A5026796905 @default.
- W2071953200 hasAuthorship W2071953200A5051953699 @default.
- W2071953200 hasConcept C105795698 @default.
- W2071953200 hasConcept C106159729 @default.
- W2071953200 hasConcept C121332964 @default.
- W2071953200 hasConcept C129824826 @default.
- W2071953200 hasConcept C145162277 @default.
- W2071953200 hasConcept C149782125 @default.
- W2071953200 hasConcept C159877910 @default.
- W2071953200 hasConcept C162324750 @default.
- W2071953200 hasConcept C166957645 @default.
- W2071953200 hasConcept C175025494 @default.
- W2071953200 hasConcept C176230804 @default.
- W2071953200 hasConcept C2780889827 @default.
- W2071953200 hasConcept C33923547 @default.
- W2071953200 hasConcept C556758197 @default.
- W2071953200 hasConcept C61797465 @default.
- W2071953200 hasConcept C62520636 @default.
- W2071953200 hasConcept C64341305 @default.
- W2071953200 hasConcept C91602232 @default.
- W2071953200 hasConcept C95457728 @default.
- W2071953200 hasConceptScore W2071953200C105795698 @default.
- W2071953200 hasConceptScore W2071953200C106159729 @default.
- W2071953200 hasConceptScore W2071953200C121332964 @default.
- W2071953200 hasConceptScore W2071953200C129824826 @default.
- W2071953200 hasConceptScore W2071953200C145162277 @default.
- W2071953200 hasConceptScore W2071953200C149782125 @default.
- W2071953200 hasConceptScore W2071953200C159877910 @default.
- W2071953200 hasConceptScore W2071953200C162324750 @default.
- W2071953200 hasConceptScore W2071953200C166957645 @default.
- W2071953200 hasConceptScore W2071953200C175025494 @default.
- W2071953200 hasConceptScore W2071953200C176230804 @default.
- W2071953200 hasConceptScore W2071953200C2780889827 @default.
- W2071953200 hasConceptScore W2071953200C33923547 @default.
- W2071953200 hasConceptScore W2071953200C556758197 @default.
- W2071953200 hasConceptScore W2071953200C61797465 @default.
- W2071953200 hasConceptScore W2071953200C62520636 @default.
- W2071953200 hasConceptScore W2071953200C64341305 @default.
- W2071953200 hasConceptScore W2071953200C91602232 @default.
- W2071953200 hasConceptScore W2071953200C95457728 @default.
- W2071953200 hasLocation W20719532001 @default.
- W2071953200 hasOpenAccess W2071953200 @default.
- W2071953200 hasPrimaryLocation W20719532001 @default.
- W2071953200 hasRelatedWork W1548895358 @default.
- W2071953200 hasRelatedWork W1582688251 @default.
- W2071953200 hasRelatedWork W1961195611 @default.
- W2071953200 hasRelatedWork W2060550523 @default.
- W2071953200 hasRelatedWork W2078837879 @default.
- W2071953200 hasRelatedWork W2097756328 @default.
- W2071953200 hasRelatedWork W3122585028 @default.
- W2071953200 hasRelatedWork W3124814895 @default.
- W2071953200 hasRelatedWork W3171811523 @default.
- W2071953200 hasRelatedWork W59923680 @default.
- W2071953200 isParatext "false" @default.
- W2071953200 isRetracted "false" @default.
- W2071953200 magId "2071953200" @default.
- W2071953200 workType "article" @default.