Download the working paper no 35PDF - Banque de France
Download the working paper no 35PDF - Banque de France
Download the working paper no 35PDF - Banque de France
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DIRECTION GÉNÉRALE DES ÉTUDES<br />
DIRECTION DES ÉTUDES ÉCONOMIQUES ET DE LA RECHERCHE<br />
THE EXPECTATIONS HYPOTHESIS<br />
OF THE TERM STRUCTURE:<br />
TESTS ON US, GERMAN, FRENCH,<br />
AND UK EURO-RATES<br />
Eric Jon<strong>de</strong>au and Roland Ricart<br />
June 1996<br />
(revised December 1998)<br />
NER # 35<br />
Les Notes d'Étu<strong>de</strong>s et <strong>de</strong> Recherche reflètent les idées personnelles <strong>de</strong> leurs auteurs et n'expriment pas<br />
nécessairement la position <strong>de</strong> la <strong>Banque</strong> <strong>de</strong> <strong>France</strong>.
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