메뉴 건너뛰기




Volumn 54, Issue 3, 1998, Pages 41-49

What really happened to U.S. bond yields

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0013344828     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v54.n3.2179     Document Type: Review
Times cited : (4)

References (21)
  • 1
    • 0002941670 scopus 로고
    • World Real Interest Rates
    • edited by O. Blanchard and S. Fischer. Cambridge, MA: MIT Press
    • Barro, R., and X. Sala-i-Martin. 1990. "World Real Interest Rates." In NBER Macroeconomics Manual, edited by O. Blanchard and S. Fischer. Cambridge, MA: MIT Press.
    • (1990) NBER Macroeconomics Manual
    • Barro, R.1    Sala-i-Martin, X.2
  • 2
    • 2742524437 scopus 로고    scopus 로고
    • What Rate of Return Can You Reasonably Expect? Or, What Can the Long Run Tell Us about the Short Run?
    • Bernstein, P.L. 1997. "What Rate of Return Can You Reasonably Expect? Or, What Can the Long Run Tell Us about the Short Run?" Financial Analysts Journal, vol. 53, no. 2 (March/April):20-28.
    • (1997) Financial Analysts Journal , vol.53 , Issue.2 MARCH-APRIL , pp. 20-28
    • Bernstein, P.L.1
  • 5
    • 84993921339 scopus 로고
    • What Moves Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
    • Campbell, J., and J. Ammer. 1993. "What Moves Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns." Journal of Finance, vol. 48, no. 1 (March):3-37.
    • (1993) Journal of Finance , vol.48 , Issue.1 MARCH , pp. 3-37
    • Campbell, J.1    Ammer, J.2
  • 6
    • 0001205798 scopus 로고
    • A Theory of the Term Structure of Interest Rates
    • Cox, J., J. Ingersoll, and S. Ross. 1985. "A Theory of the Term Structure of Interest Rates." Econometrica, vol. 53, no. 1 (March):385-408.
    • (1985) Econometrica , vol.53 , Issue.1 MARCH , pp. 385-408
    • Cox, J.1    Ingersoll, J.2    Ross, S.3
  • 8
    • 21144481058 scopus 로고
    • Inflation Forecast Errors and Time Variation in Term Premia
    • De Bondt, W., and M. Bange. 1992. "Inflation Forecast Errors and Time Variation in Term Premia." Journal of Financial and Quantitative Analysis, vol. 27, no. 4 (December):479-98.
    • (1992) Journal of Financial and Quantitative Analysis , vol.27 , Issue.4 DECEMBER , pp. 479-498
    • De Bondt, W.1    Bange, M.2
  • 9
    • 0003167344 scopus 로고
    • Term Structure Forecasts of Interest Rates, Inflation and Real Returns
    • Fama, E. 1990. "Term Structure Forecasts of Interest Rates, Inflation and Real Returns." Journal of Monetary Economics, vol. 25, no. 1 (January):59-76.
    • (1990) Journal of Monetary Economics , vol.25 , Issue.1 JANUARY , pp. 59-76
    • Fama, E.1
  • 10
    • 0000064728 scopus 로고
    • The Information in Long-Maturity Forward Rates
    • Fama, E., and R. Bliss. 1987. "The Information in Long-Maturity Forward Rates." American Economic Review, vol. 77, no. 4 (September):680-92.
    • (1987) American Economic Review , vol.77 , Issue.4 SEPTEMBER , pp. 680-692
    • Fama, E.1    Bliss, R.2
  • 11
    • 84978197832 scopus 로고
    • Reprint. New York: Augustus M. Kelly
    • Fisher, I. 1970. The Theory of Interest. Reprint. New York: Augustus M. Kelly.
    • (1970) The Theory of Interest
    • Fisher, I.1
  • 15
    • 0002133255 scopus 로고    scopus 로고
    • Forecasting U.S. Bond Returns
    • _. 1997. "Forecasting U.S. Bond Returns." Journal of Fixed Income, vol. 7, no. 1 (June):22-37.
    • (1997) Journal of Fixed Income , vol.7 , Issue.1 JUNE , pp. 22-37
  • 16
    • 0001354926 scopus 로고
    • Testing the Rationality of Price Forecasts: New Evidence from Panel Data
    • Keane, M., and D. Runkle. 1990. "Testing the Rationality of Price Forecasts: New Evidence from Panel Data." American Economic Review, vol. 80, no. 4 (September):714-35.
    • (1990) American Economic Review , vol.80 , Issue.4 SEPTEMBER , pp. 714-735
    • Keane, M.1    Runkle, D.2
  • 17
    • 0040013644 scopus 로고
    • Are Market Forecasts Rational?
    • Mishkin, F. 1981. "Are Market Forecasts Rational?" American Economic Review, vol. 71, no. 2 (June):295-306.
    • (1981) American Economic Review , vol.71 , Issue.2 JUNE , pp. 295-306
    • Mishkin, F.1
  • 18
    • 45149137336 scopus 로고
    • What Does the Term Structure Tell Us about Future Inflation?
    • _. 1990. "What Does the Term Structure Tell Us about Future Inflation?" Journal of Monetary Economics, vol. 25, no. 1 (January):77-95.
    • (1990) Journal of Monetary Economics , vol.25 , Issue.1 JANUARY , pp. 77-95
  • 19
    • 0002273002 scopus 로고
    • Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data
    • Pennachi, G. 1991. "Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data." Review of Financial Studies, vol. 4, no. 1 (Spring):53-86.
    • (1991) Review of Financial Studies , vol.4 , Issue.1 SPRING , pp. 53-86
    • Pennachi, G.1
  • 20
    • 0001116028 scopus 로고
    • Forward Rates and Future Policy: Interpreting the Information in the Term Structure of Interest Rates
    • Shiller, R., J. Campbell, and K. Schoenholtz. 1983. "Forward Rates and Future Policy: Interpreting the Information in the Term Structure of Interest Rates." Brooking Papers on Economic Activity, vol. 1:173-217.
    • (1983) Brooking Papers on Economic Activity , vol.1 , pp. 173-217
    • Shiller, R.1    Campbell, J.2    Schoenholtz, K.3
  • 21
    • 0031101640 scopus 로고    scopus 로고
    • Long-Term Returns and Risk for Bonds
    • Wilson, J., and C. Jones. 1997. "Long-Term Returns and Risk for Bonds." Journal of Portfolio Management, vol. 23, no. 3 (Spring):15-28.
    • (1997) Journal of Portfolio Management , vol.23 , Issue.3 SPRING , pp. 15-28
    • Wilson, J.1    Jones, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.