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

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

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dc.contributor.author Bulkley, George en_GB
dc.contributor.author Harris, Richard D. F. en_GB
dc.contributor.department University of Exeter en_GB
dc.date.accessioned 2008-04-01T16:03:05Z en_GB
dc.date.accessioned 2011-01-25T10:28:23Z en_US
dc.date.accessioned 2013-03-20T11:10:14Z
dc.date.issued 2004-07 en_GB
dc.identifier.uri http://hdl.handle.net/10036/22077 en_GB
dc.language.iso en en_GB
dc.publisher University of Exeter, Xfi Centre for Finance and Investment en_GB
dc.relation.ispartofseries Working paper en_GB
dc.relation.ispartofseries 04/09 en_GB
dc.relation.url http://www.xfi.ex.ac.uk/workingpapers/0409.pdf en_GB
dc.subject Bond Market en_GB
dc.subject Rational Expectations hypothesis en_GB
dc.subject Finite sample bias en_GB
dc.subject Monte Carlo simulation en_GB
dc.subject term structures en_GB
dc.subject Interest rates en_GB
dc.title Finite Sample Biases in Tests of the Rational Expectations Hypothesis in the Bond Market en_GB
dc.type Working Paper en_GB
dc.date.available 2008-04-01T16:03:05Z en_GB
dc.date.available 2011-01-25T10:28:23Z en_US
dc.date.available 2013-03-20T11:10:14Z
dc.identifier.issn 1743-548X en_GB


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