Nested Tests of Alternative Term-Structure Theories

• 1 February 1983
• journal article
• Published by JSTOR in The Review of Economics and Statistics
• Vol. 65  (1) , 115
• https://doi.org/10.2307/1924415

Abstract

Keywords

• DEVELOPING COUNTRY
• TERM STRUCTURE
• CROSS SECTION
• LIQUIDITY PREMIUM
• INTEREST RATE
• RATE OF RETURN
• STATISTICAL TEST

All Related Versions

• Version 1, RePEc (Unconfirmed version)