1. The Yield Curve: Methods of Construction and Historical Patterns

Kapitel in diesem Buch

1. Frontmatter i
2. Preface vii
3. Contents xi
4. List of Figures xvii
5. List of Tables xix
6. 1. The Yield Curve: Methods of Construction and Historical Patterns 1
7. 2. The Traditional Expectations Theory and Its Critics 17
8. 3. An Alternative Formulation of the Expectations Theory 50
9. 4. An Empirical Test of the Reformulated Expectations Hypothesis 82
10. 5. Transactions Costs and the Term Structure of Interest Rates 102
11. 6. Modifications for Institutional Preferences and Diverse Expectations: Some Empirical Evidence on Behavior Patterns 144
12. 7. A Synthesis of the Expectations and Institutional Theories 181
13. 8. Summary and Policy Implications 214
14. Glossary 248
15. Bibliography 253
16. Index 261