Expectations hypotheses tests
By: Geert Bekaert, Robert J. Hodrick.
Contributors: Hodrick, Robert J.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7609; Working paper series (National Bureau of Economic Research) -- working paper no. 7609.
Publisher: National Bureau of Economic Research
Published: 2000
Place of publication: Cambridge, MA
Language: eng
Number of pages: 31
Subjects: Interest rates -- United States -- Econometric models.; Interest rates -- Germany -- Econometric models.; Interest rates -- Great Britain -- Econometric models.; Foreign exchange rates -- United States -- Econometric models.; Foreign exchange rates -- Germany -- Econometric models.; Foreign exchange rates -- Great Britain -- Econometric models.; Monetary policy -- United States -- Econometric models.; Monetary policy -- Germany -- Econometric models.; Monetary policy -- Great Britain -- Econometric models.; Interest rates -- Forecasting -- Econometric models.; Foreign exchange rates -- Forecasting -- Econometric models.; Stock price forecasting -- Econometric models.; Rational expectations (Economic theory)
Notes: "March 2000."

JEL no. E4, F3, C5.

Includes bibliographical references (p. 28-30).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER world wide web site (www.nber.org).