Description |
xx, 271 pages : illustrations ; 24 cm |
Note |
A revised and expanded version of part 1 of the author's doctoral dissertation, Problems in the structure of financial markets, submitted to Princeton University, 1964. |
Bibliography |
Bibliography: pages 253-260. |
Contents |
The yield curve methods of construction and historical patterns -- The traditional expectations theory and its critics -- An alternative formulation of the expectations theory -- An empirical test of the reformulated expectations hypothesis -- Transactions costs and the term structure of interest rates -- Modification for institutional preferences and diverse expectations some empirical evidence on behavior patterns -- A systhesis of the expectations and institutional theories -- Summary and policy impications. |
Subject |
Bonds.
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Bonds. |
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Interest rates.
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Interest rates. |
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