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

By: K. A. Froot
  • Format:Print
  • | Pages:23
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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.)

About The Author

Kenneth A. Froot

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