Sentence examples for the expectations hypothesis from inspiring English sources
The term structure of very short term rates: new evidence for the expectations hypothesis.
The Term Structure of Variance Swaps, Risk Premia and the Expectations Hypothesis, with Mustafa Karaman and Loriano Mancini, forthcoming in the Journal of Econometrics.
Hsieh, DA, and Leiderman, L. "Portfolio Implications of Empirical Rejections of the Expectations Hypothesis". Review of Economics and Statistics 68, no. 4 (1986): 680-684.
Their diagnostics show that only the regime shifts model can account for the well-documented violations of the expectations hypothesis, the observed conditional volatility, and the conditional correlation across yields.
This paper reexamines the validity of the expectation hypothesis (EH) of the term structure of US repo rates ranging in maturity from overnight to 3 months.
In this paper, we use a novel (and proprietary) survey conducted monthly by the Central Bank of Colombia during October 2003 August 2012 to test for the rational expectations hypothesis, the presence of a time-varying risk premium, and the accuracy of exchange rate forecasts.
In this paper, we use the largest exchange rate survey in Colombia to test for the rational expectations hypothesis, the presence of a time-varying risk premium and the accuracy of exchange rate forecasts.
Following the practice pioneered by Dominguez (1986), Frankel (1979), and Frankel and Froot (1987), in this paper we use the largest exchange rate survey in Colombia to test for the rational expectations hypothesis, the presence of a time-varying risk premium and the accuracy of exchange rate forecasts.
This is essentially the idea underpinning the Rational Expectations Hypothesis.
The key flaws were the efficient market hypothesis and the rational expectations hypothesis: economists too often assumed that market actors not only behave rationally but do so according to the same mental models deployed by economists.
The two biggest ideas associated with Chicago economics over the past thirty years are the efficient markets hypothesis and the rational expectations hypothesis.
