Books of Interest
Author
Abstract
Suggested Citation
DOI: 10.1287/trsc.6.2.214
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Citations
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Cited by:
- Benjamin M. Friedman, 1978. "Interest Rate Expectations Versus Forward Rates: Evidence From An Expectations Survey," NBER Working Papers 0295, National Bureau of Economic Research, Inc.
- Adrian W. Throop, 1981. "Interest rate forecasts and market efficiency," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-43.
- Marco Grasso, 2004. "Utilizzo e diffusione della valutazione economica dei beni," Others 0406002, University Library of Munich, Germany.
- Jacobs, Rodney L & Jones, Robert A, 1980.
"The Treasury-Bill Futures Market,"
Journal of Political Economy, University of Chicago Press, vol. 88(4), pages 699-721, August.
- Rodney L. Jacobs & Robert A. Jones, 1978. "The Treasury Bill Futures Market," UCLA Economics Working Papers 116, UCLA Department of Economics.
- Mark A. Hooker, 1996. "Maturity structure of term premia with time-varying expected returns," Working Papers 96-4, Federal Reserve Bank of Boston.
- Melino, Angelo, 1988.
"The Term Structure of Interest Rates: Evidence and Theory,"
Journal of Economic Surveys, Wiley Blackwell, vol. 2(4), pages 335-366.
- Angelo Melino, 1986. "The Term Structure of Interest Rates: Evidence and Theory," NBER Working Papers 1828, National Bureau of Economic Research, Inc.
- Hakkio, Craig S., 1981.
"The term structure of the forward premium,"
Journal of Monetary Economics, Elsevier, vol. 8(1), pages 41-58.
- Craig S. Hakkio, 1979. "The Term Structure of the Forward Premium," Discussion Papers 404, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Craig S. Hakkio, 1980. "The Term Structure of the Forward Premium," NBER Working Papers 0426, National Bureau of Economic Research, Inc.
- Michael Moodie, 1994. "Constraining Conventional Arms Transfers," The ANNALS of the American Academy of Political and Social Science, , vol. 535(1), pages 131-145, September.
- Warren J. Tease, 1988. "The Expectations Theory of the Term Structure of Interest Rates in Australia," The Economic Record, The Economic Society of Australia, vol. 64(2), pages 120-127, June.
- David S. Jones & V. Vance Roley, 1982. "Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis," NBER Working Papers 0869, National Bureau of Economic Research, Inc.
- Vignola, Anthony & Dale, Charles, 1980. "The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications," MPRA Paper 48812, University Library of Munich, Germany.
- Chiang, Thomas C. & Chiang, Jeanette Jin, 1995. "Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model," Journal of Economics and Business, Elsevier, vol. 47(4), pages 335-351, October.
- WALTER McCLURE, 1983. "The Competition Strategy for Medical Care," The ANNALS of the American Academy of Political and Social Science, , vol. 468(1), pages 30-47, July.
- Nagy, Krisztina, 2020. "Term structure estimation with missing data: Application for emerging markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 347-360.
- Rose McElhattan, 1975. "The term structure of interest rates and inflation uncertainty," Economic Review, Federal Reserve Bank of San Francisco, issue Dec, pages 27-35.
- Tracy Mott & David Zen, 1989. "Profitability and the Time-Varying Liquidity Premium in the Term Structure of Interest Rates," Economics Working Paper Archive wp_18, Levy Economics Institute.
- Tsai, Grace Yueh-Hsiang, 1989. "A dynamic model of the U.S. cotton market with rational expectations," ISU General Staff Papers 1989010108000012168, Iowa State University, Department of Economics.
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