The expectations hypothesis of the term structure of LIBOR US dollar interest rates

Maria Blangiewicz , Paweł Miłobędzki

Abstract

n/a
Author Maria Blangiewicz (FM / DE)
Maria Blangiewicz,,
- Department of Econometrics
, Paweł Miłobędzki (FM / DE)
Paweł Miłobędzki,,
- Department of Econometrics
Journal seriesDynamic Econometric Models, ISSN 1234-3862, e-ISSN 2450-7067, (B 13 pkt)
Issue year2012
Vol12
Pages5-17
Keywords in Polishstruktura terminowa stóp procentowych, hipoteza oczekiwań, premia płynności, LIBOR, VAR
Keywords in Englishterm structure of interest rates, expectations hypothesis, term premium, LIBOR, VAR
URL http://www.dem.umk.pl/dem/archiwa/v12/01_Blangiewicz_Milobedzki.pdf
Languageen angielski
Score (nominal)8
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