-
1
-
-
0003367562
-
A model of target changes and the term structure of interest rates
-
NBER, Boston, MA
-
Balduzzi, P., Bertola, G., Foresi, S., 1993. A model of target changes and the term structure of interest rates. NBER working paper No. 4347 (NBER, Boston, MA).
-
(1993)
NBER working paper No. 4347
, vol.4347
-
-
Balduzzi, P.1
Bertola, G.2
Foresi, S.3
-
2
-
-
0010859954
-
-
working paper, New York University and University of Turin
-
Balduzzi, P., Bertola, G., Foresi, S., Klapper, L., 1996. Interest rate targeting and the dynamics of short-term rates, working paper, New York University and University of Turin.
-
(1996)
Interest Rate Targeting and the Dynamics of Short-term Rates
-
-
Balduzzi, P.1
Bertola, G.2
Foresi, S.3
Klapper, L.4
-
3
-
-
0010927252
-
The central tendency: A second factor in bond yields
-
Forthcoming
-
Balduzzi, P., Das, S.R., Foresi, S., 1996. The central tendency: a second factor in bond yields. Review of Economics and Statistics, Forthcoming.
-
(1996)
Review of Economics and Statistics
-
-
Balduzzi, P.1
Das, S.R.2
Foresi, S.3
-
4
-
-
38249027634
-
Reserve regulation and recourse as a source of risk premia in the fed funds market
-
Barrett, W.B., Slovin, M.B., Sushka, M.E., 1988. Reserve regulation and recourse as a source of risk premia in the fed funds market. Journal of Banking and Finance 12, 575-584.
-
(1988)
Journal of Banking and Finance
, vol.12
, pp. 575-584
-
-
Barrett, W.B.1
Slovin, M.B.2
Sushka, M.E.3
-
5
-
-
0001959632
-
On the predictive power of interest rates and interest rate spreads
-
Nov-Dec 1990
-
Bernanke, B., 1990. On the predictive power of interest rates and interest rate spreads. New England Economic Review, Nov-Dec 1990, 51-68.
-
(1990)
New England Economic Review
, pp. 51-68
-
-
Bernanke, B.1
-
6
-
-
0001495990
-
Stochastic devaluation risk and the empirical fit of target-zone models
-
Bertola, G., Svensson, L.E.O., 1993. Stochastic devaluation risk and the empirical fit of target-zone models. Review of Economic Studies 60, 689-712.
-
(1993)
Review of Economic Studies
, vol.60
, pp. 689-712
-
-
Bertola, G.1
Svensson, L.E.O.2
-
7
-
-
0002657942
-
Money announcements, the demand for bank reserves, and the behavior of the federal funds rate within the statement week
-
Campbell, J.Y., 1987. Money announcements, the demand for bank reserves, and the behavior of the federal funds rate within the statement week. Journal of Money, Credit and Banking 19, 56-67.
-
(1987)
Journal of Money, Credit and Banking
, vol.19
, pp. 56-67
-
-
Campbell, J.Y.1
-
10
-
-
84959821636
-
Yield spreads and interest rate movements: A bird's eye view
-
Campbell, J.Y., Shiller, R.J., 1992. Yield spreads and interest rate movements: A bird's eye view. Review of Economic Studies 58, 495-514.
-
(1992)
Review of Economic Studies
, vol.58
, pp. 495-514
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
11
-
-
0003051367
-
Interest rate expectations and the slope of the money market yield curve
-
Cook, T., Hahn, T., 1990. Interest rate expectations and the slope of the money market yield curve. Federal Reserve Bank of Richmond Economic Review 76, 3-26.
-
(1990)
Federal Reserve Bank of Richmond Economic Review
, vol.76
, pp. 3-26
-
-
Cook, T.1
Hahn, T.2
-
12
-
-
0001205798
-
A theory of the term structure of interest rates
-
Cox, J.C., Ingersoll, J.E., Ross, S.A., 1985. A theory of the term structure of interest rates. Econometrica 53, 385-407.
-
(1985)
Econometrica
, vol.53
, pp. 385-407
-
-
Cox, J.C.1
Ingersoll, J.E.2
Ross, S.A.3
-
14
-
-
0000911048
-
The information in the term structure
-
Fama, E.F., 1984. The information in the term structure. Journal of Financial Economics 13, 509-528.
-
(1984)
Journal of Financial Economics
, vol.13
, pp. 509-528
-
-
Fama, E.F.1
-
15
-
-
0000064728
-
The information in long maturity forward rates
-
Fama, E.F., Bliss, R.R., 1987. The information in long maturity forward rates. American Economic Review 77, 680-692.
-
(1987)
American Economic Review
, vol.77
, pp. 680-692
-
-
Fama, E.F.1
Bliss, R.R.2
-
16
-
-
0004324379
-
-
several issues, New York
-
Federal Reserve Bank of New York, Quarterly Review, several issues, New York.
-
Quarterly Review
-
-
-
19
-
-
0000414660
-
Large sample properties of generalized method of moments estimators
-
Hansen, L.P., 1982. Large sample properties of generalized method of moments estimators. Econometrica 50, 1029-1054.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.P.1
-
20
-
-
0010795151
-
The federal reserve system and control of the money supply in the 1970s
-
Hetzel, R.L., 1981. The Federal Reserve System and control of the money supply in the 1970s. Journal of Money Credit and Banking 13, 31-43.
-
(1981)
Journal of Money Credit and Banking
, vol.13
, pp. 31-43
-
-
Hetzel, R.L.1
-
21
-
-
0348197961
-
The behavior of interest rates implied by the term structure of Eurodollar futures
-
Jegadeesh, N., Pennacchi, G.G., 1996. The behavior of interest rates implied by the term structure of Eurodollar futures. Journal of Money, Credit, and Banking 28, 426-446.
-
(1996)
Journal of Money, Credit, and Banking
, vol.28
, pp. 426-446
-
-
Jegadeesh, N.1
Pennacchi, G.G.2
-
22
-
-
0000253806
-
Was there a 'peso problem' in the U.S. Term structure of interest rates: 1979-1982?
-
Lewis, K.K., 1991. Was there a 'peso problem' in the U.S. 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
-
23
-
-
0000488433
-
Devaluation expectations: The Swedish Krona 1985-1992
-
Lindberg, H., Svensson, L.E.O., Söderlind, P., 1993. Devaluation expectations: The Swedish Krona 1985-1992. Economic Journal 103, 1170-1179.
-
(1993)
Economic Journal
, vol.103
, pp. 1170-1179
-
-
Lindberg, H.1
Svensson, L.E.O.2
Söderlind, P.3
-
24
-
-
0002831073
-
The term structure of interest rates revisited
-
Mankiw, B.G., 1986. The term structure of interest rates revisited. Brookings Papers on Economic Activity 1, 61-96.
-
(1986)
Brookings Papers on Economic Activity
, vol.1
, pp. 61-96
-
-
Mankiw, B.G.1
-
25
-
-
0000339531
-
The changing behavior of the term structure of interest rates
-
Mankiw, N.G., 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
-
26
-
-
0000706085
-
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, W.K., West, K.D., 1987. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55, 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
27
-
-
21844524407
-
Expected and predicted realignments: The FF/DM exchange rate during the EMS
-
Rose, A.K., Svensson, L.E.O., 1995. Expected and predicted realignments: The FF/DM exchange rate during the EMS. Scandinavian Journal of Economics 97, 173-200.
-
(1995)
Scandinavian Journal of Economics
, vol.97
, pp. 173-200
-
-
Rose, A.K.1
Svensson, L.E.O.2
-
28
-
-
58149362804
-
Federal reserve interest rate targeting, rational expectations, and the term structure
-
Rudebusch, G.D., 1995. Federal reserve interest rate targeting, rational expectations, and the term structure. Journal of Monetary Economics 35, 245-274.
-
(1995)
Journal of Monetary Economics
, vol.35
, pp. 245-274
-
-
Rudebusch, G.D.1
-
29
-
-
85017459501
-
The volatility of long-term rates and the expectations hypothesis of the term structure
-
Shiller, R.J., 1979. The volatility of long-term rates and the expectations hypothesis of the term structure. The Journal of Political Economy 87, 1190-1219.
-
(1979)
The Journal of Political Economy
, vol.87
, pp. 1190-1219
-
-
Shiller, R.J.1
-
30
-
-
0001116028
-
Forward rates and future policy: Interpreting the term structure of interest rates
-
Shiller, R.J., Campbell, J.Y., Schoenholtz, K.L., 1983. Forward rates and future policy: interpreting the term structure of interest rates. Brookings Papers on Economic Activity 1, 173-217.
-
(1983)
Brookings Papers on Economic Activity
, vol.1
, pp. 173-217
-
-
Shiller, R.J.1
Campbell, J.Y.2
Schoenholtz, K.L.3
-
31
-
-
84977722812
-
Expectations and the treasury bill-fed funds rate spread over recent monetary policy regimes
-
Simon, D.P., 1990. Expectations and the treasury bill-fed funds rate spread over recent monetary policy regimes. Journal of Finance 65, 567-577.
-
(1990)
Journal of Finance
, vol.65
, pp. 567-577
-
-
Simon, D.P.1
-
32
-
-
0347078538
-
An equilibrium characterization of the term structure
-
Vasicek, O., 1977. An equilibrium characterization of the term structure. Journal of Financial Economics 5, 177-188.
-
(1977)
Journal of Financial Economics
, vol.5
, pp. 177-188
-
-
Vasicek, O.1
|