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Basma Bekdache

Personal Details

First Name:Basma
Middle Name:
Last Name:Bekdache
Suffix:
RePEc Short-ID:pbe746
[This author has chosen not to make the email address public]
Terminal Degree:1995 Department of Economics; Boston College (from RePEc Genealogy)

Research output

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Jump to: Working papers Articles

Working papers

  1. Basma Bekdache & Christopher F. Baum, 1999. "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999 944, Society for Computational Economics, revised 18 Sep 2000.
  2. Basma Bekdache & Christopher F. Baum, 1998. "Modeling fixed income excess returns," Boston College Working Papers in Economics 409, Boston College Department of Economics, revised 14 Apr 2000.
  3. Christopher F. Baum & Basma Bekdache, 1995. "Modeling Returns on the Term Structure of Treasury Interest Rates," Boston College Working Papers in Economics 288., Boston College Department of Economics.
  4. Basma Bekdache & Christopher F. Baum, 1994. "Comparing Alternative Models of the Term Structure of Interest Rates," Boston College Working Papers in Economics 271, Boston College Department of Economics.
  5. Basma Bekdache & Christopher F. Baum, "undated". "The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates," Computing in Economics and Finance 1997 72, Society for Computational Economics.
  6. Basma Bekdache & Byeongseon Seo, "undated". "On the Long-Run Stability of Term Premia," Computing in Economics and Finance 1997 112, Society for Computational Economics.

Articles

  1. Bekdache, Basma, 2001. "Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(7), pages 519-539, November.
  2. Bekdache, Basma, 1999. "The Time-Varying Behaviour of Real Interest Rates: A Re-evaluation of the Recent Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 171-190, March-Apr.
  3. Bekdache, Basma, 1998. "Alternative Approaches to Modeling Time Variation in the Case of the U.S. Real Interest Rate," Computational Economics, Springer;Society for Computational Economics, vol. 11(1-2), pages 41-51, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Bekdache, Basma, 1999. "The Time-Varying Behaviour of Real Interest Rates: A Re-evaluation of the Recent Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 171-190, March-Apr.

    Mentioned in:

    1. The time‐varying behaviour of real interest rates: a re‐evaluation of the recent evidence (Journal of Applied Econometrics 1999) in ReplicationWiki ()
    2. The time-varying behaviour of real interest rates: a re-evaluation of the recent evidence (Journal of Applied Econometrics 1999) in ReplicationWiki ()

Working papers

  1. Basma Bekdache & Christopher F. Baum, 1999. "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999 944, Society for Computational Economics, revised 18 Sep 2000.

    Cited by:

    1. Christoph Berninger & Almond Stöcker & David Rügamer, 2022. "A Bayesian time‐varying autoregressive model for improved short‐term and long‐term prediction," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 181-200, January.
    2. Gil-Alana, Luis A., 2004. "Long memory in the U.S. interest rate," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 265-276.
    3. David Demery & Nigel Duck, 2002. "Cointegration-based tests of the New Keynesian Model of inflation," Bristol Economics Discussion Papers 02/541, School of Economics, University of Bristol, UK.
    4. Masudul Hasan Adil & Shadab Danish & Sajad Ahmad Bhat & Bandi Kamaiah, 2020. "Fisher Effect: An Empirical Re-examination in Case of India," Economics Bulletin, AccessEcon, vol. 40(1), pages 262-276.
    5. Burcu Kiran, 2013. "A fractional cointegration analysis of Fisher hypothesis: evidence from Turkey," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(2), pages 1077-1084, February.
    6. Kanas, Angelos, 2008. "On real interest rate dynamics and regime switching," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2089-2098, October.
    7. Christoph Berninger & Almond Stocker & David Rugamer, 2020. "A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction," Papers 2006.05750, arXiv.org, revised Feb 2021.

  2. Basma Bekdache & Christopher F. Baum, 1994. "Comparing Alternative Models of the Term Structure of Interest Rates," Boston College Working Papers in Economics 271, Boston College Department of Economics.

    Cited by:

    1. Stefan Jaschke & Richard Stehle & Stephan Wernicke, 2000. "Arbitrage und die Gültigkeit des Barwertprinzips im Markt für Bundeswertpapiere," Schmalenbach Journal of Business Research, Springer, vol. 52(5), pages 440-468, August.
    2. Eric Ghysels & Serena Ng, 1996. "A Semi-Parametric Factor Model for Interest Rates," CIRANO Working Papers 96s-18, CIRANO.
    3. Schich, Sebastian T., 1996. "Alternative specifications of the German term structure and its information content regarding inflation," Discussion Paper Series 1: Economic Studies 1996,08e, Deutsche Bundesbank.
    4. David Bolder & David Stréliski, 1999. "Yield Curve Modelling at the Bank of Canada," Technical Reports 84, Bank of Canada.
    5. Schich, Sebastian T., 1996. "Alternative Spezifikationen der deutschen Zinsstrukturkurve und ihr Informationsgehalt hinsichtlich der Inflation," Discussion Paper Series 1: Economic Studies 1996,08, Deutsche Bundesbank.

  3. Basma Bekdache & Christopher F. Baum, "undated". "The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates," Computing in Economics and Finance 1997 72, Society for Computational Economics.

    Cited by:

    1. Andraž, Grum, 2006. "Razvitost slovenskega trga dolžniškega kapitala in ocenitev krivulje donosnosti," MPRA Paper 4876, University Library of Munich, Germany.

Articles

  1. Bekdache, Basma, 2001. "Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(7), pages 519-539, November.

    Cited by:

    1. Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011. "Time-variation in term premia: International survey-based evidence," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 605-622, June.
    2. Wolff, Christian & Verschoor, Willem F C & Jongen, Ron, 2005. "Time Variation in Term Premia: International Evidence," CEPR Discussion Papers 4959, C.E.P.R. Discussion Papers.
    3. Cathy Yi-Hsuan Chen & Thomas C. Chiang, 2017. "Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 1-28, July.
    4. Chen, Cathy Yi-Hsuan & Kuo, I-Doun & Chiang, Thomas C., 2014. "What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 172-190.
    5. Osmani T. Guillen & Benjamin M. Tabak, 2008. "Characterizing the Brazilian Term Structure of Interest Rates," Working Papers Series 158, Central Bank of Brazil, Research Department.

  2. Bekdache, Basma, 1999. "The Time-Varying Behaviour of Real Interest Rates: A Re-evaluation of the Recent Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 171-190, March-Apr.

    Cited by:

    1. Ito, Hiro, 2003. "Was Japan’s Real Interest Rate Really Too High During the 1990s? The Role of the Zero Interest Rate Bound and Other Factors," Santa Cruz Center for International Economics, Working Paper Series qt48k5q6vd, Center for International Economics, UC Santa Cruz.
    2. Kanas, Angelos, 2008. "On real interest rate dynamics and regime switching," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2089-2098, October.
    3. Lai, Kon S., 2004. "On structural shifts and stationarity of the ex ante real interest rate," International Review of Economics & Finance, Elsevier, vol. 13(2), pages 217-228.
    4. Ozdemir, Zeynel Abidin & Gokmenoglu, Korhan & Ekinci, Cagdas, 2013. "Persistence in crude oil spot and futures prices," Energy, Elsevier, vol. 59(C), pages 29-37.
    5. Tan, Siow-Hooi & Habibullah, Muzafar Shah, 2007. "Business cycles and monetary policy asymmetry: An investigation using Markov-switching models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 380(C), pages 297-306.

  3. Bekdache, Basma, 1998. "Alternative Approaches to Modeling Time Variation in the Case of the U.S. Real Interest Rate," Computational Economics, Springer;Society for Computational Economics, vol. 11(1-2), pages 41-51, April.

    Cited by:

    1. Kanas, Angelos, 2008. "On real interest rate dynamics and regime switching," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2089-2098, October.
    2. Nguyen Bao Anh & Yiqiang Q. Zhao, 2021. "Half Century of Gold Price: Regime-Switching and Forecasting Framework," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(3), pages 1-18, May.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (1) 1998-06-29

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