Article | Journal of Finance

New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

by K. A. Froot

Keywords: rational expectations; Yield curve; Interest Rates; Asset Pricing; Behavioral Finance;

Citation:

Froot, K. A. "New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates." Journal of Finance 44, no. 2 (June 1989): 283–305. (Revised from NBER Working Paper No. 2363, March 1990. Reprinted in Behavioral Finance, edited by H. Shefrin, part of the International Library of Critical Writings in Financial Economics, edited by R. Roll. London: Edward Elgar, 2000.)