-
1
-
-
0009073641
-
-
Fed. Reserve Bank Minneapolis Quart. Rev.
-
Braun, R., Mukherji, A., Runkle, D., 1996. Delayed Financial Disclosure: Mexico's Recent Experience. Fed. Reserve Bank Minneapolis Quart. Rev. 8, 13-21.
-
(1996)
Delayed Financial Disclosure: Mexico's Recent Experience
, vol.8
, pp. 13-21
-
-
Braun, R.1
Mukherji, A.2
Runkle, D.3
-
2
-
-
0000473798
-
Techniques for testing the constancy of regression relationships over time
-
Brown, R., Durbin, J., Evans, J., 1975. Techniques for testing the constancy of regression relationships over time. J. Royal Stat. Soc. B37, 149-163.
-
(1975)
J. Royal Stat. Soc.
, vol.B37
, pp. 149-163
-
-
Brown, R.1
Durbin, J.2
Evans, J.3
-
3
-
-
0029846646
-
Petty crime and cruel punishment: Lessons from the Mexican debacle
-
Calvo, G., Mendoza, E., 1996. Petty crime and cruel punishment: Lessons from the Mexican debacle. Am. Econ. Rev. 86, 170-175.
-
(1996)
Am. Econ. Rev.
, vol.86
, pp. 170-175
-
-
Calvo, G.1
Mendoza, E.2
-
4
-
-
84959821636
-
Yield spreads and interest rate movements: A bird's eye view
-
Campbell, J., Shiller, R., 1991. Yield spreads and interest rate movements: A bird's eye view. Rev. Econ. Studies 58, 495-514.
-
(1991)
Rev. Econ. Studies
, vol.58
, pp. 495-514
-
-
Campbell, J.1
Shiller, R.2
-
5
-
-
0030472633
-
Exchange-rate anchors, credibility and inertia: A tale of two crises, Chile and Mexico
-
Edwards, S., 1996. Exchange-rate anchors, credibility and inertia: A tale of two crises, Chile and Mexico. Am. Econ. Rev. 86, 176-180.
-
(1996)
Am. Econ. Rev.
, vol.86
, pp. 176-180
-
-
Edwards, S.1
-
7
-
-
0030215346
-
Return generating process and the determinants of term premiums
-
Elton, E., Gruber, M., Mei, J., 1996. Return generating process and the determinants of term premiums. J. Bank Finan. 20, 1251-1264.
-
(1996)
J. Bank Finan.
, vol.20
, pp. 1251-1264
-
-
Elton, E.1
Gruber, M.2
Mei, J.3
-
8
-
-
0030167167
-
The predictive power of the money market term structure
-
Engsted, T., 1996. The predictive power of the money market term structure. Int. J. Forecast. 12, 289-308.
-
(1996)
Int. J. Forecast
, vol.12
, pp. 289-308
-
-
Engsted, T.1
-
9
-
-
0000911048
-
The information in the term structure
-
Fama, E., 1984. The information in the term structure. J. Finan. Econ. 13, 509-528.
-
(1984)
J. Finan. Econ.
, vol.13
, pp. 509-528
-
-
Fama, E.1
-
10
-
-
0000064728
-
The information in long-maturity forward rates
-
Fama, E., Bliss, R., 1987. The information in long-maturity forward rates. Am. Econ. Rev. 77, 680-692.
-
(1987)
Am. Econ. Rev.
, vol.77
, pp. 680-692
-
-
Fama, E.1
Bliss, R.2
-
11
-
-
84977704978
-
New hope for the expectations hypothesis of the term structure of interest rates
-
Froot, K., 1989. New hope for the expectations hypothesis of the term structure of interest rates. J. Finan. 44, 283-305.
-
(1989)
J. Finan.
, vol.44
, pp. 283-305
-
-
Froot, K.1
-
12
-
-
4243828723
-
La hipótesis de expectativas en el mercado de CETES en México: 1990-1995
-
Galindo, L., 1995. La hipótesis de expectativas en el mercado de CETES en México: 1990-1995. Estudios Econ. 10, 67-88.
-
(1995)
Estudios Econ.
, vol.10
, pp. 67-88
-
-
Galindo, L.1
-
13
-
-
0030449727
-
One year of solitude: Some pilgrim tales about Mexico's 1994-1995 crisis
-
Gil-Diaz, F., Carstens, A., 1996. One year of solitude: Some pilgrim tales about Mexico's 1994-1995 crisis. Am. Econ. Rev. 86, 164-169.
-
(1996)
Am. Econ. Rev.
, vol.86
, pp. 164-169
-
-
Gil-Diaz, F.1
Carstens, A.2
-
14
-
-
0023500011
-
Discriminating between autocorrelation and misspecification in regression analysis: An alternative test strategy
-
Godfrey, L., 1987. Discriminating between autocorrelation and misspecification in regression analysis: An alternative test strategy. Rev. Econ. Stat. 69, 128-134.
-
(1987)
Rev. Econ. Stat.
, vol.69
, pp. 128-134
-
-
Godfrey, L.1
-
15
-
-
43949152349
-
The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle?
-
Hardouvelis, G., 1994. The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle? J. Monetary Econ. 33, 255-283.
-
(1994)
J. Monetary Econ.
, vol.33
, pp. 255-283
-
-
Hardouvelis, G.1
-
16
-
-
0002470073
-
Market rate expectations and forward rates
-
Ilmanen, A., 1996. Market rate expectations and forward rates. J. Fixed Income 6, 8-21.
-
(1996)
J. Fixed Income
, vol.6
, pp. 8-21
-
-
Ilmanen, A.1
-
17
-
-
0000253806
-
Was there a 'peso' problem in the US term structure of interest rates: 1979-1982?
-
Lewis, K., 1991. Was there a 'peso' problem in the US term structure of interest rates: 1979-1982? Int. Econ. Rev. 32, 159-173.
-
(1991)
Int. Econ. Rev.
, vol.32
, pp. 159-173
-
-
Lewis, K.1
-
18
-
-
84963455327
-
The term structure of UK interest rates: Tests of the expectations hypothesis
-
Mills, T., 1991. The term structure of UK interest rates: Tests of the expectations hypothesis. J. Appl. Econ. 23, 599-606.
-
(1991)
J. Appl. Econ.
, vol.23
, pp. 599-606
-
-
Mills, T.1
-
19
-
-
45149137336
-
What does the term structure tell us about future inflation?
-
Mishkin, F., 1990. What does the term structure tell us about future inflation? J. Monetary Econ. 25, 77-95.
-
(1990)
J. Monetary Econ.
, vol.25
, pp. 77-95
-
-
Mishkin, F.1
-
20
-
-
0000196688
-
The information in the term structure: A non-parametric investigation
-
Mizrach, B., 1996. The information in the term structure: A non-parametric investigation. J. Forecasting 5, 137-154.
-
(1996)
J. Forecasting
, vol.5
, pp. 137-154
-
-
Mizrach, B.1
-
21
-
-
0000706085
-
A simple, positive definite heteroscedasticity and autocorrelation consistent covariance matrix
-
Newey, W., West, K., 1987. A simple, positive definite heteroscedasticity and autocorrelation consistent covariance matrix. Econometrica 55, 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.1
West, K.2
-
23
-
-
0001116028
-
Forward rates and future policy: Interpreting the term structure of interest rates
-
Shiller, R., Campbell, J., Schoenholtz, K., 1983. Forward rates and future policy: Interpreting the term structure of interest rates. Brookings Papers Econ. Activity 1, 173-217.
-
(1983)
Brookings Papers Econ. Activity
, vol.1
, pp. 173-217
-
-
Shiller, R.1
Campbell, J.2
Schoenholtz, K.3
-
24
-
-
0001719787
-
The adjustment of nominal interest rates in Mexico: A study of the fisher effect
-
Thornton, J., 1995. The adjustment of nominal interest rates in Mexico: A study of the fisher effect. Appl. Econ. Lett. 3, 255-257.
-
(1995)
Appl. Econ. Lett.
, vol.3
, pp. 255-257
-
-
Thornton, J.1
-
25
-
-
84985559966
-
Some evidence on the term structure of interest rates: How to find a black cat when it's not there
-
Young, I., Fowler, D., 1990. Some evidence on the term structure of interest rates: How to find a black cat when it's not there. J. Acc. Finan. 30, 21-26.
-
(1990)
J. Acc. Finan.
, vol.30
, pp. 21-26
-
-
Young, I.1
Fowler, D.2
|