Validity of the expectations hypothesis of the term structure of interest rates: The case of Saudi Arabia
N Harrathi, HM Alhoshan - Review of Middle East Economics and …, 2020 - degruyter.com
We examine and test the validity of the expectation hypothesis of the term structure (EHTS)
of interest rates in Saudi Arabia using the traditional single equation approach, Campbell …
of interest rates in Saudi Arabia using the traditional single equation approach, Campbell …
[PDF][PDF] Commercial Paper Market as a Forward-Looking Component for EURIBOR Interest Rates During the COVID-19 Pandemic
J Junttila, JM Tauriainen - researchgate.net
In the new hybrid methodology the calculation of EURIBOR benchmark reference rates
should be grounded in fully comprehensive euro money market transactions. We analyze …
should be grounded in fully comprehensive euro money market transactions. We analyze …
A Behavioral Approach of The Expectations Hypothesis of the Term Structure of Interest Rates
HP Bidias Menik, P Hikouatcha… - Available at SSRN …, 2019 - papers.ssrn.com
The purpose of this study is to analyze the consequences of relaxing agent's rationality
assumption on the term structure of interest rates formation process. We propose a …
assumption on the term structure of interest rates formation process. We propose a …