THE TERM STRUCTURE OF INTEREST RATES IN THE UK*
- 1 October 1988
- journal article
- Published by Wiley in Bulletin of Economic Research
- Vol. 40 (4) , 287-300
- https://doi.org/10.1111/j.1467-8586.1988.tb00272.x
Abstract
No abstract availableKeywords
This publication has 19 references indexed in Scilit:
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Testing Rational Expectations and Efficiency in the Foreign Exchange MarketEconometrica, 1983
- Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random WalkEconometrica, 1983
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- Tests of the rational expectations model of the term structure of U.K. interest ratesEconomics Letters, 1982
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981
- The Present-Value Relation: Tests Based on Implied Variance BoundsEconometrica, 1981
- The term structure of the forward premiumJournal of Monetary Economics, 1981
- On a measure of lack of fit in time series modelsBiometrika, 1978
- Multiple Time SeriesWiley Series in Probability and Statistics, 1970