-
1
-
-
0010862981
-
-
Federal Reserve Bank of Chicago Research Department, Working Paper Series Issues in Financial Regulation No. 3, January
-
Bekaert, G., Hodrick, R. J. and Marshall, D. (1996) On biases in tests of the expectations hypothesis of the term structure of interest rates, Federal Reserve Bank of Chicago Research Department, Working Paper Series Issues in Financial Regulation No. 3, January.
-
(1996)
On Biases in Tests of the Expectations Hypothesis of the Term Structure of Interest Rates
-
-
Bekaert, G.1
Hodrick, R.J.2
Marshall, D.3
-
2
-
-
84977707376
-
Simple technical trading rules and the stochastic properties of stock returns
-
Brock, W., Lakonishok, J. and LeBaron, B. (1992) Simple technical trading rules and the stochastic properties of stock returns, The Journal of Finance, 157(5), 1731-64.
-
(1992)
The Journal of Finance
, vol.157
, Issue.5
, pp. 1731-1764
-
-
Brock, W.1
Lakonishok, J.2
LeBaron, B.3
-
4
-
-
0345869508
-
Estimating the term structure of interest rates
-
Deutsche Bundesbank (1997) Estimating the term structure of interest rates, Monthly Report of the Deutsche Bundesbank, 49(10), 61-66.
-
(1997)
Monthly Report of the Deutsche Bundesbank
, vol.49
, Issue.10
, pp. 61-66
-
-
Bundesbank, D.1
-
6
-
-
21144474215
-
Inflation regimes and the sources of inflation uncertainty
-
Evans, M. and Wachtel, P. (1993) Inflation regimes and the sources of inflation uncertainty, Journal of Money, Credit, and Banking, 25(3), 475-511.
-
(1993)
Journal of Money, Credit, and Banking
, vol.25
, Issue.3
, pp. 475-511
-
-
Evans, M.1
Wachtel, P.2
-
7
-
-
84950447423
-
Bootstrapping a regression equation: Some empirical results
-
Freedman, D. A. and Peters, S. C. (1984) Bootstrapping a regression equation: Some empirical results, Journal of the American Statistical Association, 79(385), 97-106.
-
(1984)
Journal of the American Statistical Association
, vol.79
, Issue.385
, pp. 97-106
-
-
Freedman, D.A.1
Peters, S.C.2
-
8
-
-
0031391587
-
The information content of the term structure: Evidence for Germany
-
Gerlach, S. (1997) The information content of the term structure: evidence for Germany, Empirical Economics, 22(2), 161-79.
-
(1997)
Empirical Economics
, vol.22
, Issue.2
, pp. 161-179
-
-
Gerlach, S.1
-
9
-
-
0002795424
-
A multicountry comparison of term-structure forecasts at long horizons
-
Jorion, P. and Mishkin, F. (1991) A multicountry comparison of term-structure forecasts at long horizons, Journal of Financial Economics, 29(1), 59-80.
-
(1991)
Journal of Financial Economics
, vol.29
, Issue.1
, pp. 59-80
-
-
Jorion, P.1
Mishkin, F.2
-
10
-
-
0000618947
-
Future inflation and the information in international term structures
-
Koedijk, K. G. and Kool, C. J. M. (1995) Future inflation and the information in international term structures, Empirical Economics, 20(2), 217-42.
-
(1995)
Empirical Economics
, vol.20
, Issue.2
, pp. 217-242
-
-
Koedijk, K.G.1
Kool, C.J.M.2
-
11
-
-
45149137336
-
What does the term structure tell us about future inflation?
-
Mishkin, F. S. (1990a) What does the term structure tell us about future inflation?, Journal of Monetary Economics, 25(1), 77-95.
-
(1990)
Journal of Monetary Economics
, vol.25
, Issue.1
, pp. 77-95
-
-
Mishkin, F.S.1
-
12
-
-
0001080109
-
The information in the longer maturity term structure about future inflation
-
Mishkin, F. S. (1990b) The information in the longer maturity term structure about future inflation, The Quarterly Journal of Economics, 105(3), 815-28.
-
(1990)
The Quarterly Journal of Economics
, vol.105
, Issue.3
, pp. 815-828
-
-
Mishkin, F.S.1
-
13
-
-
44949279753
-
A multi-country study of the information in the shorter maturity term structure about future inflation
-
Mishkin, F. S. (1991) A multi-country study of the information in the shorter maturity term structure about future inflation, Journal of International Money and Finance, 10, 2-22.
-
(1991)
Journal of International Money and Finance
, vol.10
, pp. 2-22
-
-
Mishkin, F.S.1
-
14
-
-
0001491925
-
Parsimonious modeling of yield curves
-
Nelson, C. R. and Siegel, A. F. (1987) Parsimonious modeling of yield curves, Journal of Business, 60(4), 473-89.
-
(1987)
Journal of Business
, vol.60
, Issue.4
, pp. 473-489
-
-
Nelson, C.R.1
Siegel, A.F.2
-
15
-
-
0000706085
-
A simple, positive definite, heteroscedasticity and autocorrelation consistent covariance matrix
-
Newey, W. K. and West, K. D. (1987) A simple, positive definite, heteroscedasticity and autocorrelation consistent covariance matrix, Econometrica, 55(3), 703-708.
-
(1987)
Econometrica
, vol.55
, Issue.3
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
16
-
-
0039412012
-
The problem with redemption yields
-
July/August
-
Schaefer, S. M. (1977) The problem with redemption yields, Financial Analysts Journal, 33, July/August, 59-67.
-
(1977)
Financial Analysts Journal
, vol.33
, pp. 59-67
-
-
Schaefer, S.M.1
-
18
-
-
0040004073
-
-
Discussion paper 4/97 of the Research Group of the Deutsche Bundesbank, October
-
Schich, S. T. (1997) Estimating the German term structure, Discussion paper 4/97 of the Research Group of the Deutsche Bundesbank, October.
-
(1997)
Estimating the German Term Structure
-
-
Schich, S.T.1
-
19
-
-
77957031689
-
The term structure of interest rates
-
in (Eds) B. Friedman and F. Hahn Elsevier, Amsterdam
-
Shiller, R. J. (1990) The term structure of interest rates, in (Eds) B. Friedman and F. Hahn Handbook of Monetary Economics, Elsevier, Amsterdam, pp. 627-722.
-
(1990)
Handbook of Monetary Economics
, pp. 627-722
-
-
Shiller, R.J.1
|