Finite Sample Biases in Tests of the Rational Expectations Hypothesis in the Bond Market

DSpace/Manakin Repository

Open Research Exeter (ORE)

Finite Sample Biases in Tests of the Rational Expectations Hypothesis in the Bond Market

Please use this identifier to cite or link to this item: http://hdl.handle.net/10036/22077

Share:                 



Title: Finite Sample Biases in Tests of the Rational Expectations Hypothesis in the Bond Market
Author: Bulkley, George
Harris, Richard D. F.
Publisher: University of Exeter, Xfi Centre for Finance and Investment
Date Issued: 2004-07
URI: http://hdl.handle.net/10036/22077
Links: http://www.xfi.ex.ac.uk/workingpapers/0409.pdf
Type: Working Paper
Keywords: Bond MarketRational Expectations hypothesisFinite sample biasMonte Carlo simulationterm structuresInterest rates
ISSN: 1743-548X


Please note: Before reusing this item please check the rights under which it has been made available. Some items are restricted to non-commercial use. Please cite the published version where applicable.

Files in this item

Files Size Format View
0409.pdf 167.6Kb PDF Thumbnail

This item appears in the following Collection(s)

Browse

My Account

Local Links