Expectations At the Short End of the Yield Curve: An Application of Macaulay’s Test

Thomas Sargent

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Cite this

@inbook{26267d21d11441fe888a5fe6aa38b8e6,

title = "Expectations At the Short End of the Yield Curve: An Application of Macaulay{\textquoteright}s Test",

author = "Thomas Sargent",

year = "1971",

language = "English (US)",

volume = "2",

pages = "391--412",

editor = "Guttentag, {Jack M. }",

booktitle = "Essays on Interest Rates",

publisher = "Columbia University Press",

}