Political risk and the expectations hypothesis

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 100
Issue: 2
Pages: 178-180

Authors (2)

Caporale, Barbara (not in RePEc) Caporale, Tony (Ohio University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

This paper develops and empirically supports, using 3 and 6 month interest rates, a theory that political risk can explain the shifting term premia found in U.S. data. We find that incorporating these political regime shifts yield results that support the expectations hypothesis.

Technical Details

RePEc Handle
repec:eee:ecolet:v:100:y:2008:i:2:p:178-180
Journal Field
General
Author Count
2
Added to Database
2026-01-25