Keywords: فرضیه انتظارات; Expectations hypothesis; Random walk; Time-varying risk premium; Predictability;
مقالات ISI فرضیه انتظارات (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: فرضیه انتظارات; G11; G12; E43; Q54; Decreasing discount rates; Expectations hypothesis; Uncertain growth; Weitzman-Gollier puzzle;
Keywords: فرضیه انتظارات; E43; G12; Term structure of interest rates; Expectations hypothesis; Affine models; Risk premia; Statistical predictability; Economic value;
Keywords: فرضیه انتظارات; E43; G12; Term structure; Expectations hypothesis; Rational expectations;
Keywords: فرضیه انتظارات; Bond risk premia; Expectations hypothesis; Time-varying risk premia; Term premia; Macroeconomic uncertainty; Forecast dispersion; E43; E44; G12;
A comparison of the information in the LIBOR and CMT term structures of interest rates
Keywords: فرضیه انتظارات; E43; Term structure; Expectations hypothesis; LIBOR; Forward rates;
Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR
Keywords: فرضیه انتظارات; Expectations hypothesis; Survey data; Time-varying risk premium; Consumer sentiment; Cointegrated VAR; Zero lower bound
The information content of Eonia swap rates before and during the financial crisis
Keywords: فرضیه انتظارات; D84; E43; G13; EONIA; Euribor; Swap; Expectations hypothesis; Cointegrated VAR models;
Tests for m-dependence based on sample splitting methods
Keywords: فرضیه انتظارات; C14; F31; F37; m-dependence; Sample splitting; Pooled method; Wald method; Minimum/maximum/median method; Expectations hypothesis;
Expectations hypothesis in the context of debt crisis: Evidence from five major EU countries
Keywords: فرضیه انتظارات; Expectations hypothesis; Structural breaks; Cointegration; Theoretical spread; Excess volatility;
The realized forward term premium in the repo market
Keywords: فرضیه انتظارات; Expectations hypothesis; State space; Repurchase agreement market; E43; C32; G21;
A test of the expectations hypothesis in very short-term international rates in the presence of preferred habitat for liquidity
Keywords: فرضیه انتظارات; Expectations hypothesis; Preferred habitat for liquidity; LIBOR
Testing the expectations hypothesis when interest rates are near integrated
Keywords: فرضیه انتظارات; C22; G12; Bonferroni tests; Cointegration; Expectations hypothesis; Near integration; Term premium;
Bond risk premia and realized jump risk
Keywords: فرضیه انتظارات; G12; G14; E43; C22; Bond return predictability; Expectations hypothesis; Countercyclical risk premia; Realized jump risk; Unspanned factors;
A structural decomposition of the US yield curve
Keywords: فرضیه انتظارات; E31; E32; E43; E44; E52; G12Term structure; DSGE; Expectations hypothesis; Bayesian estimation
Forecasts of US short-term interest rates: A flexible forecast combination approach
Keywords: فرضیه انتظارات; C53; C32; E47; Forecast combinations; Regime switches; Short term interest rates; Expectations hypothesis;
The great moderation of the term structure of UK interest rates
Keywords: فرضیه انتظارات; E44; E52; C15; Monetary policy; Yield curve; Time-variation; Expectations hypothesis;
Term structure of interest rates and the expectation hypothesis: The euro area
Keywords: فرضیه انتظارات; Term structure of interest rates; Expectations hypothesis; Error correction model; Cointegration
Further analysis of the expectations hypothesis using very short-term rates
Keywords: فرضیه انتظارات; E43; G21; Expectations hypothesis; Term structure; Repurchase agreements;
Inflation regimes in the US term structure of interest rates
Keywords: فرضیه انتظارات; E43; E52; Term structure; Monetary policy; Expectations hypothesis; Cointegration; Markov-switching;
The implied volatility term structure of stock index options
Keywords: فرضیه انتظارات; G13Implied volatility; Volatility term structure; Expectations hypothesis; Volatility risk premium
The term structure of commercial paper rates
Keywords: فرضیه انتظارات; E43Term structure; Expectations hypothesis; Commercial paper
Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate
Keywords: فرضیه انتظارات; E40; E52; Expectations hypothesis; Settlement Wednesdays; Federal funds rate;
What do you expect? Imperfect policy credibility and tests of the expectations hypothesis
Keywords: فرضیه انتظارات; E43; E52; E47; Changepoints; Expectations hypothesis; Shifting endpoint; Learning;
Inflation risk premia and the expectations hypothesis
Keywords: فرضیه انتظارات; D9; E3; E4; G12; Term structure; Bond prices; Inflation; Expectations hypothesis; Risk premium;