IDEAS home Printed from https://ideas.repec.org/a/inm/ortrsc/v6y1972i2p214-216.html
   My bibliography  Save this article

Books of Interest

Author

Listed:
  • Tenny N. Lam
  • R. F. F. Dawson

Abstract

Review of books: (1) Pedestrian Planning and Design by John J. Fruin, Metropolitan Association of Urban Designers and Environmental Planners, New York, 1971, 206 pages, $5.95; (2) Economic Appraisal of Transport Projects: A Manual with Case Studies by Hans A. Adler, Indiana University Press, Bloomington/London, 1971, 190 pages, $2.95.

Suggested Citation

  • Tenny N. Lam & R. F. F. Dawson, 1972. "Books of Interest," Transportation Science, INFORMS, vol. 6(2), pages 214-216, May.
  • Handle: RePEc:inm:ortrsc:v:6:y:1972:i:2:p:214-216
    DOI: 10.1287/trsc.6.2.214
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/trsc.6.2.214
    Download Restriction: no

    File URL: https://libkey.io/10.1287/trsc.6.2.214?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. Adrian W. Throop, 1981. "Interest rate forecasts and market efficiency," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-43.
    3. Marco Grasso, 2004. "Utilizzo e diffusione della valutazione economica dei beni," Others 0406002, University Library of Munich, Germany.
    4. 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.
    5. Mark A. Hooker, 1996. "Maturity structure of term premia with time-varying expected returns," Working Papers 96-4, Federal Reserve Bank of Boston.
    6. Melino, Angelo, 1988. "The Term Structure of Interest Rates: Evidence and Theory," Journal of Economic Surveys, Wiley Blackwell, vol. 2(4), pages 335-366.
    7. Hakkio, Craig S., 1981. "The term structure of the forward premium," Journal of Monetary Economics, Elsevier, vol. 8(1), pages 41-58.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. 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.
    15. 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.
    16. 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.
    17. 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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ortrsc:v:6:y:1972:i:2:p:214-216. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.