Does the choice of interest rate data matter for the results of tests of the expectations hypothesis?: Some results for the UK

Does the choice of interest rate data matter for the results of tests of the expectations hypothesis? Some results for the UK

Christian Mose Nielsen

Research output: Contribution to conference without publisher/journal › Paper without publisher/journal › Research

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Original language	English
Publication date	2006
Number of pages	22
Publication status	Published - 2006
Event	Money, Macro and Fiance Research Group's 38th Annual Conference - York, United Kingdom Duration: 13 Sept 2006 → 15 Sept 2006

Conference	Money, Macro and Fiance Research Group's 38th Annual Conference
Country/Territory	United Kingdom
City	York
Period	13/09/2006 → 15/09/2006

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title = "Does the choice of interest rate data matter for the results of tests of the expectations hypothesis?: Some results for the UK",

author = "Nielsen, {Christian Mose}",

year = "2006",

language = "English",

note = "Money, Macro and Fiance Research Group's 38th Annual Conference ; Conference date: 13-09-2006 Through 15-09-2006",

}

Does the choice of interest rate data matter for the results of tests of the expectations hypothesis? Some results for the UK. / Nielsen, Christian Mose.
2006. Paper presented at Money, Macro and Fiance Research Group's 38th Annual Conference, York, United Kingdom.

Research output: Contribution to conference without publisher/journal › Paper without publisher/journal › Research