TY  - RPRT
AU  - Domínguez, Emilio
AU  - Novales Cinca, Alfonso Santiago
PY  - 1998
UR  - https://hdl.handle.net/20.500.14352/64207
AB  - Analyzing data on Euro-rates for 1978-1996, we find consistent evidence in favor of the Expectations Hypothesis (EH) of the term structure: a) interest rates offered on deposits in a given currency form a cointegrated system, b) the restrictions of...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Expectations hypothesis
KW  - Term structure
KW  - Forward rates.
TI  - Testing the expectations hypothesis in eurodeposits
TY  - technical report
VL  - 1998
ER  -