Investor Sentiment on Expectation Hypothesis of Interest Rates Term Structures
碩士 === 東海大學 === 財務金融學系 === 101 === Past literature indicates that the rejection of expectation hypothesis of the term structure of interest rates is mainly attributable to time-varying term premium. This paper studies whether investor sentiment can explain the failure of expectation hypothesis. Foll...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39566872067735517735 |