"The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies"

The validity of the expectations hypothesis of the term structure is examined for a sample of Asian countries. A panel stationarity testing procedure is employed that addresses both structural breaks and cross-sectional dependence. Asian term structures are found to be stationary and supportive of t...

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Detalles Bibliográficos
Autores Principales: Holmes M.J., Otero J., Panagiotidis Theodore T.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: 2011
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/22173
https://doi.org/10.1016/j.iref.2010.11.021