id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-1049	Blangiewicz, Maria; Miłobędzki, Paweł	The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates	2012	14	.pdf	application/pdf	6343	236	64	(2) into the unanticipated change (‘sur- prise’) in the one-period holding period return, ( ) ( ) ( ) 1 1 1 n n n t t t teh h E h+ + += − , gives (Tzavalis, Wickens, 1997): ( ) ( ) ( ) ( ) ( ) ( ) ( )1 11 1 1 1 1 1 11 1 n nn n i n t t t t i t t t (1) result in: ( ) ( ) ( ) ( )1 1 0 1 nn n t t t i ti R n E R− += = + Θ∑ , (2) where ( ) ( ) ( )1 0 1 nn n i t t t ii n Eθ− − += Θ = ∑ .	cache/dem-1049.pdf	txt/dem-1049.txt