Browsing by Subject "Term Structure"

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Predictability of the term structure of interest rates in the G7 and BRICS countries : Application of the Expectations Hypothesis

Mposelwa, Sinethemba (North-West University (South Africa), Vaal Triangle Campus, 2016)

The predictive ability of the term structure of interest rates is tested by way of applying the expectations hypothesis in BRICS and G7 countries. The study compares the validity of the expectations hypothesis of the term ...