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Testing the expectations theory for the Portuguese yield curve

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  • Bernardino Adão
  • Jorge Barros Luís

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  • Bernardino Adão & Jorge Barros Luís, 1997. "Testing the expectations theory for the Portuguese yield curve," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:b199702
    as

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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ab199702_e.pdf
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    References listed on IDEAS

    as
    1. Campbell, John Y, 1986. "A Defense of Traditional Hypotheses about the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 41(1), pages 183-193, March.
    2. Lars E.O. Svensson, 1994. "Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994," NBER Working Papers 4871, National Bureau of Economic Research, Inc.
    3. repec:bla:scandj:v:97:y:1995:i:1:p:145-59 is not listed on IDEAS
    4. Campbell, John Y & Shiller, Robert J, 1987. "Cointegration and Tests of Present Value Models," Journal of Political Economy, University of Chicago Press, vol. 95(5), pages 1062-1088, October.
    5. John Y. Campbell & Robert J. Shiller, 1991. "Yield Spreads and Interest Rate Movements: A Bird's Eye View," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 495-514.
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