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On the Efficiency of the Bond Market: Some Canadian Evidence

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  • Pesando, James E

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  • Pesando, James E, 1978. "On the Efficiency of the Bond Market: Some Canadian Evidence," Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 1057-1076, December.
    • Handle: RePEc:ucp:jpolec:v:86:y:1978:i:6:p:1057-76
    DOI: 10.1086/260728
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    Cited by:

    1. Christopher Ragan, "undated". "Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates," Staff Working Papers 95-1, Bank of Canada.
    2. V. Vance Roley, 1983. "Asset Substitutability and the Impact of Federal Deficits," NBER Working Papers 1082, National Bureau of Economic Research, Inc.
    3. Shariq Ahmad Bhat, 2018. "Informational efficiency of sovereign bond markets of India and China: evidence from Toda and Yamamoto Granger causality (1995)," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 45(4), pages 313-323, December.
    4. Peter S. Spiro, 1984. "Exchange Rate Risk and the Cost of Foreign Capital," Canadian Public Policy, University of Toronto Press, vol. 10(1), pages 54-63, March.
    5. Jorge de Andrés Sánchez, 2004. "Un Análisis de la Curva de Rendimientos en el Mercado de Deuda Pública Española a Medio y Largo Plazo en el Período 1993-2004," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 3, pages 1-30, October.
    6. Pesando, James E., 1981. "On forecasting interest rates : An efficient markets perspective," Journal of Monetary Economics, Elsevier, vol. 8(3), pages 305-318.
    7. Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999. "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers 87, CREFE, Université du Québec à Montréal.
    8. Zdeněk Dvorný, 2004. "Efficiency of the Secondary T-Bill Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(1), pages 17-25.
    9. 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.
    10. Benlagha, N., 2013. "Co-movement of Index linked bonds and conventional bonds in France: Subprime crisis and Structural Break, 2003-01, 2012-04," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 13(1), pages 55-66.
    11. Kroon, E.P., 1991. "Bond market efficiency : some Dutch evidence," Serie Research Memoranda 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

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