Structural breaks and the expectations hypothesis of the term structure: evidence from Central European countrie created by Minoas Koukouritakis
Material type: TextSeries: Review of World Economics ; Volume 145, number 4London: Sage, 2010Content type:- text
- unmediated
- volume
- 16102878
- HF1351 REV
Item type | Current library | Call number | Vol info | Copy number | Status | Notes | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|---|
Journal Article | Main Library - Special Collections | HF1351 REV (Browse shelf(Opens below)) | Vol. 145, no. 4 (pages 757-773) | SP3242 | Not for loan | For in house use |
The expectations hypothesis of the term structure of interest rates in the Czech Republic, Hungary, Poland and Slovakia, which joined the EU on May 2004, is investigated in this paper. Using VAR and cointegration techniques in the presence of structural breaks, I examine several testable implications of the theory: (i) cointegration of interest rates, (ii) spread stationarity, (iii) validity of the cross-equation restrictions implied by the theory and (iv) no excess volatility of the actual spread relative to the theoretical spread. The results support the expectations hypothesis for the Czech Republic and Hungary and reject it for Poland and Slovakia.
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