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THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY (1988)

Melino, Angelo

Oxford, UK : Blackwell Publishing Ltd

Journal of economic surveys 2 (1988), S. 0

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ISSN: 1467-6419

Source: Blackwell Publishing Journal Backfiles 1879-2005

Topics: Economics

Notes: Abstract. The term structure of interest rates is an old topic. Over the years, both the hypotheses debated and the research techniques used have changed considerably. Two fairly recent developments which distinguish current research are the widespread adoption of rational expectations and the integration of the term structure with the general theory of asset pricing. This survey reviews previous work from this perspective. The main objective is to catalogue available evidence about term premia and to interpret this evidence in light of alternative models of term premia determination.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1111/j.1467-6419.1988.tb00051.x

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