Browsing The Economic and Social Review, Vol. 31, No. 3, July, 2000 by Author "Bredin, Don"

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    • The expectations hypothesis of the term structure: the case of Ireland 

      Cuthbertson, Keith; Bredin, Don (Economic & Social StudiesDublin, 2000)
      Using a number of short-term maturities and monthly data, 1984-1997, we provide a number of tests of the expectations hypothesis (EH) of the term structure. The paper draws on cointegration techniques and the methodological ...