On biases in tests of the expectations hypothesis of the term structure of interest rates

A-Tier
Journal: Journal of Financial Economics
Year: 1997
Volume: 44
Issue: 3
Pages: 309-348

Authors (3)

Bekaert, Geert (Columbia University) Hodrick, Robert J. (Columbia University) Marshall, David A. (Federal Reserve Bank of Chicag...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:jfinec:v:44:y:1997:i:3:p:309-348
Journal Field
Finance
Author Count
3
Added to Database
2026-01-24