Testing the expectations hypothesis for interest rate term structure: some Australian evidence

Victor K F Fang; Vincent Cheng Siong Lee

Testing the expectations hypothesis for interest rate term structure: some Australian evidence

Victor K F Fang, Vincent Cheng Siong Lee

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	Proceedings of the International Conference on Computational Science and Its Applications (ICCSA 2003)
Editors	Vipin Kumar, Marina L Gavrilova, ChihJeng Kenneth Tan, Pierre L'Ecuyer
Place of Publication	NY USA
Publisher	Springer-Verlag London Ltd.
Pages	189 - 198
Number of pages	10
Volume	2669
ISBN (Print)	0302-9743
Publication status	Published - 2003
Event	International Conference on Computational Science and Applications 2003 - Montreal, Canada Duration: 18 May 2003 → 21 May 2003 https://link.springer.com/book/10.1007%2F3-540-44839-X (Proceedings)

Conference

Conference	International Conference on Computational Science and Applications 2003
Abbreviated title	ICCSA 2003
Country/Territory	Canada
City	Montreal
Period	18/05/03 → 21/05/03
Internet address	https://link.springer.com/book/10.1007%2F3-540-44839-X (Proceedings)

Cite this

Fang, Victor K F ; Lee, Vincent Cheng Siong. / Testing the expectations hypothesis for interest rate term structure: some Australian evidence. Proceedings of the International Conference on Computational Science and Its Applications (ICCSA 2003). editor / Vipin Kumar ; Marina L Gavrilova ; ChihJeng Kenneth Tan ; Pierre L'Ecuyer. Vol. 2669 NY USA : Springer-Verlag London Ltd., 2003. pp. 189 - 198

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title = "Testing the expectations hypothesis for interest rate term structure: some Australian evidence",

author = "Fang, {Victor K F} and Lee, {Vincent Cheng Siong}",

year = "2003",

language = "English",

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pages = "189 -- 198",

editor = "Vipin Kumar and Gavrilova, {Marina L} and Tan, {ChihJeng Kenneth} and Pierre L'Ecuyer",

booktitle = "Proceedings of the International Conference on Computational Science and Its Applications (ICCSA 2003)",

publisher = "Springer-Verlag London Ltd.",

address = "Germany",

note = "International Conference on Computational Science and Applications 2003, ICCSA 2003 ; Conference date: 18-05-2003 Through 21-05-2003",

url = "https://link.springer.com/book/10.1007%2F3-540-44839-X",

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Fang, VKF & Lee, VCS 2003, Testing the expectations hypothesis for interest rate term structure: some Australian evidence. in V Kumar, ML Gavrilova, CK Tan & P L'Ecuyer (eds), Proceedings of the International Conference on Computational Science and Its Applications (ICCSA 2003). vol. 2669, Springer-Verlag London Ltd., NY USA, pp. 189 - 198, International Conference on Computational Science and Applications 2003, Montreal, Quebec, Canada, 18/05/03.

Testing the expectations hypothesis for interest rate term structure: some Australian evidence. / Fang, Victor K F; Lee, Vincent Cheng Siong.

Proceedings of the International Conference on Computational Science and Its Applications (ICCSA 2003). ed. / Vipin Kumar; Marina L Gavrilova; ChihJeng Kenneth Tan; Pierre L'Ecuyer. Vol. 2669 NY USA : Springer-Verlag London Ltd., 2003. p. 189 - 198.

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

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AU - Lee, Vincent Cheng Siong

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