The Interest Rate Term Structure in the Greek Money Market
| dc.contributor.author | Μυλωνίδης, Νικόλαος | el |
| dc.contributor.author | Nikolaidou, A. | en |
| dc.date.accessioned | 2015-11-24T17:05:26Z | |
| dc.date.available | 2015-11-24T17:05:26Z | |
| dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/11321 | |
| dc.rights | Default Licence | - |
| dc.title | The Interest Rate Term Structure in the Greek Money Market | en |
| heal.abstract | Using monthly data on Greek money market rates, we provide several tests of the Expectations Hypothesis (EH) with constant term premia. The empirical analysis draws on cointegration techniques, perfect foresight spread (PFS) regressions and the Campbell-Shiller VAR approach. On the basis of cointegration analysis, PFS regressions and VAR approach, the results are unfavourable to the EH. Spread stationarity and weak exogeneity tests appear to support the theory. We present some tentative explanations of these results. | en |
| heal.access | campus | - |
| heal.fullTextAvailability | TRUE | - |
| heal.journalName | European Review of Economics and Finance | en |
| heal.journalType | peer reviewed | - |
| heal.language | en | - |
| heal.publicationDate | 2003 | - |
| heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημών | el |
| heal.type | journalArticle | - |
| heal.type.el | Άρθρο Περιοδικού | el |
| heal.type.en | Journal article | en |
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