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Bank of Canada RSS Feedsen2024-03-28T13:59:52+00:00The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada
https://www.bankofcanada.ca/1999/12/working-paper-1999-20/
This paper assesses the expectations theory for the longer end of the term structure of Canadian interest rates using three empirical approaches that have received attention in the literature: (i) cointegration tests of the long-run unbiasedness hypothesis; (ii) simulations of a theoretical long-term yield that is consistent with the expectations hypothesis, and (iii) ex post […]1999-12-04T11:14:20+00:00enThe Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada1999-12-04Interest ratesWorking Paper 1999-20 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp99-20.pdfThe Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for CanadaRon LangeDecember 1999EE4E43