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Preferred habitat vs. efficient market: a test of alternative hypotheses

Author

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  • Llad Phillips
  • John Pippenger

Abstract

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Suggested Citation

  • Llad Phillips & John Pippenger, 1976. "Preferred habitat vs. efficient market: a test of alternative hypotheses," Review, Federal Reserve Bank of St. Louis, vol. 58(May), pages 11-19.
    • Handle: RePEc:fip:fedlrv:y:1976:i:may:p:11-19:n:v.58no.5
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    File URL: https://files.stlouisfed.org/files/htdocs/publications/review/76/05/Preferred_May1976.pdf
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    Citations

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    Cited by:

    1. Shiller, Robert J. & Huston McCulloch, J., 1990. "The term structure of interest rates," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722, Elsevier.
    2. Zdeněk Dvorný, 2004. "Efficiency of the Secondary T-Bill Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(1), pages 17-25.
    3. Clemens J. M. Kool & John A. Tatom, 1988. "International linkages in the term structure of interest rates," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 30-43.

    More about this item

    Keywords

    Econometric models; Interest rates;

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