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 proceedingConference PaperResearchpeer-review

    Original languageEnglish
    Title of host publicationProceedings of the International Conference on Computational Science and Its Applications (ICCSA 2003)
    EditorsVipin Kumar, Marina L Gavrilova, ChihJeng Kenneth Tan, Pierre L'Ecuyer
    Place of PublicationNY USA
    PublisherSpringer-Verlag London Ltd.
    Pages189 - 198
    Number of pages10
    Volume2669
    ISBN (Print)0302-9743
    Publication statusPublished - 2003
    EventInternational Conference on Computational Science 2003 - Melbourne VIC Australia and St. Petersburg RUSSIA, Melbourne Vic, Australia
    Duration: 2 Jun 20034 Jun 2003
    Conference number: 3
    http://www.iccs-meeting.org/iccs2003/index.html

    Conference

    ConferenceInternational Conference on Computational Science 2003
    Abbreviated titleICCS 2003
    CountryAustralia
    CityMelbourne Vic
    Period2/06/034/06/03
    OtherThe International Conference on Computational Science 2003 (ICCS 2003) aims to bring together researchers and scientists from mathematics and computer science as basic computing disciplines, researchers from various application areas who are pioneering advanced application of computational methods to sciences such as physics, chemistry, life sciences, and engineering, arts and humanitarian fields, along with software developers and vendors, to discuss problems and solutions in the area, to identify new issues, and to shape future directions for research, as well as to help industrial users apply various advanced computational techniques.

    Published in:
    LNCS 2657
    LNCS 2658
    LNCS 2659
    LNCS 2660
    Internet address

    Cite this

    Fang, V. K. F., & Lee, V. C. S. (2003). Testing the expectations hypothesis for interest rate term structure: some Australian evidence. In V. Kumar, M. L. Gavrilova, C. K. Tan, & P. L'Ecuyer (Eds.), Proceedings of the International Conference on Computational Science and Its Applications (ICCSA 2003) (Vol. 2669, pp. 189 - 198). Springer-Verlag London Ltd..