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Volumn 2, Issue 3, 1997, Pages 217-224

Central bank policy reaction and the expectations hypothesis of the term structure

Author keywords

Expectations hypothesis; Policy response; Term structure of interest rates

Indexed keywords


EID: 0000863123     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1158(199707)2:3<217::AID-IJFE48>3.0.CO;2-A     Document Type: Article
Times cited : (18)

References (12)
  • 1
    • 38149144734 scopus 로고
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    • Evans, M. D. D. and Lewis K. K. (1994) Do risk stationary premia explain it all? Evidence from the Term Structure. Journal of Monetary Economics, 33, 285-318.
    • (1994) Journal of Monetary Economics , vol.33 , pp. 285-318
    • Evans, M.D.D.1    Lewis, K.K.2
  • 2
    • 48549113655 scopus 로고
    • Forward and spot exchange rates
    • Fama, E. F. (1984) Forward and spot exchange rates. Journal of Monetary Economics, 14, 319-338.
    • (1984) Journal of Monetary Economics , vol.14 , pp. 319-338
    • Fama, E.F.1
  • 3
    • 84977704978 scopus 로고
    • New hope for the expectations hypothesis of the term structure of interest rates
    • Froot, K. A. (1989) New hope for the expectations hypothesis of the term structure of interest rates. Journal of Finance, 44, 283-305.
    • (1989) Journal of Finance , vol.44 , pp. 283-305
    • Froot, K.A.1
  • 4
    • 0000909365 scopus 로고
    • A rational expectation analysis of changes in regime: An investigation of the term structure of interest rates
    • Hamilton, J. D. (1988) A rational expectation analysis of changes in regime: an investigation of the term structure of interest rates. Journal of Economic Dynamics and Control, 12, 385-423.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 385-423
    • Hamilton, J.D.1
  • 5
    • 0001411967 scopus 로고
    • An empirical note on term structure and interest rate stabilization policies
    • Kugler, P. (1988) An empirical note on term structure and interest rate stabilization policies. Quarterly Journal of Economics, 53, 689-692.
    • (1988) Quarterly Journal of Economics , vol.53 , pp. 689-692
    • Kugler, P.1
  • 6
    • 0010879454 scopus 로고
    • The term structure of euro interest rates and rational expectations
    • Kugler, P. (1990) The term structure of euro interest rates and rational expectations. Journal of International Money and Finance, 9, 234-244.
    • (1990) Journal of International Money and Finance , vol.9 , pp. 234-244
    • Kugler, P.1
  • 7
    • 0030305886 scopus 로고    scopus 로고
    • The term structure of interest rates and regime shifts, some empirical results
    • Kugler, P. (1996) The term structure of interest rates and regime shifts, some empirical results. Economics Letters, 50, 121-126.
    • (1996) Economics Letters , vol.50 , pp. 121-126
    • Kugler, P.1
  • 8
    • 0000253806 scopus 로고
    • Was there a 'peso problem' in the US term structure of interest rates: 1979-1982?
    • Lewis, K. K. (1991) Was there a 'peso problem' in the US term structure of interest rates: 1979-1982?. International Economic Review, 32, 159-173.
    • (1991) International Economic Review , vol.32 , pp. 159-173
    • Lewis, K.K.1
  • 9
    • 0000339531 scopus 로고
    • The changing behavior of the term structure of interest rates
    • Mankiw, N. G. and Miron J. A. (1986) The changing behavior of the term structure of interest rates. Quarterly Journal of Economics, 101, 211-228.
    • (1986) Quarterly Journal of Economics , vol.101 , pp. 211-228
    • Mankiw, N.G.1    Miron, J.A.2
  • 10
    • 49049125815 scopus 로고
    • On-uniqueness in rational expectations models: An attempt at perspective
    • McCallum, B. T. (1983) On-uniqueness in rational expectations models: an attempt at perspective. Journal of Monetary Economics, 11, 139-168.
    • (1983) Journal of Monetary Economics , vol.11 , pp. 139-168
    • McCallum, B.T.1
  • 11
    • 38149143534 scopus 로고
    • A reconsideration of the uncovered interest parity relationship
    • McCallum, B. T. (1994a). A reconsideration of the uncovered interest parity relationship. Journal of Monetary Economics 33, 105-132.
    • (1994) Journal of Monetary Economics , vol.33 , pp. 105-132
    • McCallum, B.T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.