Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate

B-Tier

Journal: Journal of Banking & Finance

Year: 2005

Volume: 29

Issue: 10

Pages: 2541-2556

Authors (1)

Thornton, Daniel L.

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle: repec:eee:jbfina:v:29:y:2005:i:10:p:2541-2556
Journal Field: Finance
Author Count: 1
Added to Database: 2026-01-29