It takes the average reader and 39 minutes to read Modelling the Yield Curve by Mr.Mark P. Taylor
Assuming a reading speed of 250 words per minute. Learn more
We test and estimate a variety of alternative models of the yield curve, using weekly, high-quality U.K. data. We extend the Campbell-Shiller technique to the overlapping data case and apply it to reject the pure expectations hypothesis under rational expectations. We also find that risk measures, in the form of conditional interest rate volatility, are unable to explain the term premium. A simple, market segmentation approach is, however, moderately successful in explaining the term premium.
Modelling the Yield Curve by Mr.Mark P. Taylor is 38 pages long, and a total of 9,804 words.
This makes it 13% the length of the average book. It also has 12% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes and 53 minutes to read Modelling the Yield Curve aloud.
Modelling the Yield Curve is suitable for students ages 8 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
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