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HE TRADITIONAL expectatirmns model of time ten’m structure of interest n-ates attempts to explain hox\’ intenest i-ates din a similar’ debt instrument are related across difièn’ent nnatui-ities. tt posits that, in a wom’ld without risk on’ one in which assets an’e pen’fect sintistitutes, time one—peririd inten’est n’ate should ed1ual the exper:ted r’etun’n to holding an instn-urnent cif longer matur’ity for’ rine pen’iodl. Bec:ause the niciclel is based on the most fundamental economic assumptions — r’ational behax’— ion’ by individuals who act on all ax’aitahle infoi-ma— timi — it has held consider-able appeal in applied n’esear-ch. Empin’icat tests for’ data across a range cif countn’ies and sample periods, hciweven’, have tendledi to i-eject this simple statement of the ex-

Testing the Expectations Model of the Term Structure: Some Conjectures on the Effects of Institutional Changes