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Flattening Of Bond Yield Curves

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  • Miles Livingston

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  • Miles Livingston, 1987. "Flattening Of Bond Yield Curves," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(1), pages 17-24, March.
    • Handle: RePEc:bla:jfnres:v:10:y:1987:i:1:p:17-24
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1987.tb00471.x
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    References listed on IDEAS

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    1. David Durand, 1942. "Basic Yields of Corporate Bonds, 1900-1942," NBER Books, National Bureau of Economic Research, Inc, number dura42-1.
    2. Burton G. Malkiel, 1962. "Expectations, Bond Prices, and the Term Structure of Interest Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 76(2), pages 197-218.
    3. David Durand, 1942. "Basic Yields of Corporate Bonds, 1900-1942," NBER Chapters, in: Basic Yields of Corporate Bonds, 1900-1942, pages 1-40, National Bureau of Economic Research, Inc.
    4. Livingston, Miles B & Jain, Suresh K, 1982. "Flattening of Bond Yield Curves for Long Maturities," Journal of Finance, American Finance Association, vol. 37(1), pages 157-167, March.
    5. David Durand & Willis J. Winn, 1947. "Basic Yields of Bonds, 1926–1947: Their Measurement and Pattern," NBER Chapters, in: Basic Yields of Bonds, 1926-1947: Their Measurement and Pattern, pages 1-45, National Bureau of Economic Research, Inc.
    6. George G. Kaufman & George E. Morgan, 1980. "Standardizing Yields on Mortgages and other Securities," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 8(2), pages 163-179, June.
    7. David Durand & Willis J. Winn, 1947. "Basic Yields of Bonds, 1926-1947: Their Measurement and Pattern," NBER Books, National Bureau of Economic Research, Inc, number dura47-1.
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    Cited by:

    1. Madura, J. & Wiley, M. K. & Zarruk, E. R., 1998. "Cointegration of term structure premiums across countries," Journal of Multinational Financial Management, Elsevier, vol. 8(4), pages 393-412, November.
    2. Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui, 2015. "Estimating the long rate and its volatility," Economics Letters, Elsevier, vol. 129(C), pages 100-102.

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