The Term Structure of Interest Rates: Bounded or Falling?
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Cited by:
- Lundtofte, Frederik, 2008.
"Expected life-time utility and hedging demands in a partially observable economy,"
European Economic Review, Elsevier, vol. 52(6), pages 1072-1096, August.
- Lundtofte, Frederik, 2005. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Working Papers 2005:17, Lund University, Department of Economics.
- Frederik Lundtofte, 2006. "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Swiss Finance Institute Research Paper Series 06-23, Swiss Finance Institute.
- Constantin Mellios, 2007. "Interest rate options valuation under incomplete information," Annals of Operations Research, Springer, vol. 151(1), pages 99-117, April.
- Frederik Lundtofte, 2013.
"The quality of public information and the term structure of interest rates,"
Review of Quantitative Finance and Accounting, Springer, vol. 40(4), pages 715-740, May.
- Frederik Lundtofte, 2006. "The Quality of Public Information and The Term Structure of Interest Rates," Swiss Finance Institute Research Paper Series 06-24, Swiss Finance Institute, revised Sep 2006.
- Carlo Da Dalt & David Feldman & Gerald Garvey & Peter Joakim Westerholm, 2019. "Contrarians or momentum chasers? Individual investors’ behavior when trading exchange‐traded funds," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(5), pages 553-578, May.
- Gau, Yin-Feng & Hua, Mingshu & Wu, Wen-Lin, 2010. "International asset allocation for incompletely-informed investors," Journal of Financial Markets, Elsevier, vol. 13(4), pages 422-447, November.
- David Feldman, 2007. "Incomplete information equilibria: Separation theorems and other myths," Annals of Operations Research, Springer, vol. 151(1), pages 119-149, April.
- Anh Ngoc Lai & Constantin Mellios, 2016. "Valuation of commodity derivatives with an unobservable convenience yield," Post-Print halshs-01183166, HAL.
- Wen-Lin Wu & Yin-Feng Gau, 2017. "Home bias in portfolio choices: social learning among partially informed agents," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 527-556, February.
- Morita, Hiroshi & Okimoto, Tatsuyoshi, 2021. "The interest rate determination when economic variables are partially observable," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
More about this item
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D92 - Microeconomics - - Micro-Based Behavioral Economics - - - Intertemporal Firm Choice, Investment, Capacity, and Financing
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
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