dc.contributor.author | Cuthbertson, Keith | |
dc.contributor.author | Bredin, Don | |
dc.date.accessioned | 2012-02-02T14:50:23Z | |
dc.date.available | 2012-02-02T14:50:23Z | |
dc.date.issued | 2000 | |
dc.identifier.citation | Cuthbertson, Keith; Bredin, Don. 'The expectations hypothesis of the term structure: the case of Ireland'. - Economic & Social Review, Vol. 31, No. 3, July, 2000, pp. 267-281, Dublin: Economic & Social Research Institute | |
dc.identifier.issn | 0012-9984 | |
dc.identifier.other | JEL C5 | |
dc.identifier.other | JEL D84 | |
dc.identifier.other | JEL E43 | |
dc.identifier.uri | http://hdl.handle.net/2262/61991 | |
dc.description.abstract | Using a number of short-term maturities and monthly data, 1984-1997, we provide a number of tests of the expectations hypothesis (EH) of the term structure. The paper draws on cointegration techniques and the methodological approach of Campbell and Shiller (1987,1991). On balance our results lend support to the EH and are broadly consistent with recent findings for the UK, but are in sharp contrast to those for the US. | en |
dc.language.iso | en | |
dc.publisher | Economic & Social Studies | |
dc.relation.ispartof | Vol.XX, No. XX, Issue, Year | |
dc.source | Economic & Social Review | en |
dc.subject | Rational expectations | en |
dc.subject | Term structure | en |
dc.subject | Quantitative methods | en |
dc.subject | Ireland | en |
dc.subject | Interest rates | en |
dc.title | The expectations hypothesis of the term structure: the case of Ireland | |
dc.type | Journal Article | |
dc.publisher.place | Dublin | en |