Show simple item record

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

dc.contributor.authorBulkley, Georgeen_GB
dc.contributor.authorHarris, Richard D. F.en_GB
dc.contributor.departmentUniversity of Exeteren_GB
dc.date.accessioned2008-04-01T16:03:05Zen_GB
dc.date.accessioned2011-01-25T10:28:23Zen_GB
dc.date.accessioned2013-03-20T11:10:14Z
dc.date.issued2004-07en_GB
dc.identifier.urihttp://hdl.handle.net/10036/22077en_GB
dc.language.isoenen_GB
dc.publisherUniversity of Exeter, Xfi Centre for Finance and Investmenten_GB
dc.relation.ispartofseriesWorking paperen_GB
dc.relation.ispartofseries04/09en_GB
dc.relation.urlhttp://www.xfi.ex.ac.uk/workingpapers/0409.pdfen_GB
dc.subjectBond Marketen_GB
dc.subjectRational Expectations hypothesisen_GB
dc.subjectFinite sample biasen_GB
dc.subjectMonte Carlo simulationen_GB
dc.subjectterm structuresen_GB
dc.subjectInterest ratesen_GB
dc.titleFinite Sample Biases in Tests of the Rational Expectations Hypothesis in the Bond Marketen_GB
dc.typeWorking Paperen_GB
dc.date.available2008-04-01T16:03:05Zen_GB
dc.date.available2011-01-25T10:28:23Zen_GB
dc.date.available2013-03-20T11:10:14Z
dc.identifier.issn1743-548Xen_GB


Files in this item

Name:
0409.pdf
Size:
163.7Kb
Format:
PDF
View/Open

This item appears in the following Collection(s)

Show simple item record