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The Term Structure of Interest Rates. (1987). Shiller, Robert ; McCulloch, Huston J.
In: NBER Working Papers.
RePEc:nbr:nberwo:2341.

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  1. Natural Capital and Sovereign Bonds. (2021). Wang, Dieter.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9606.

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  2. Interest Rate Term Structure Decomposition: An Axiomatic. (2019). Barnard, Brian.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:6:y:2019:i:1:p:84-96.

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  3. The causal relationship between short- and long-term interest rates: an empirical assessment of the United States. (2019). Deleidi, Matteo ; Levrero, Enrico Sergio.
    In: MPRA Paper.
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  4. YIELD CURVE IN BOSNIA AND HERZEGOVINA: FINANCIAL AND MACROECONOMIC FRAMEWORK. (2018). Baskot, Bojan ; Mikerevic, Dejan ; Orsag, Silvije.
    In: UTMS Journal of Economics.
    RePEc:ris:utmsje:0227.

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  5. Impact of QE on European sovereign bond market. (2017). Martin, Franck ; Zhang, Jiangxingyun.
    In: Economics Working Paper Archive (University of Rennes 1 & University of Caen).
    RePEc:tut:cremwp:2017-04.

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  6. Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:178-200.

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  7. Price transmission in the unsecured money market. (2015). Rainone, Edoardo .
    In: IFC Bulletins chapters.
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  8. Testing information diffusion in the decentralized unsecured market for euro funds. (2015). Rainone, Edoardo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1022_15.

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  9. Nominal interest rates and stationarity. (2013). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:40:y:2013:i:4:p:741-745.

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  10. International term structure of interest rates in the Euro area. (2009). Hamori, Shigeyuki.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:11:p:1113-1116.

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  11. Currency Carry Trade Regimes: Beyond the Fama Regression. (2009). Clarida, Richard ; Davis, Josh ; Pedersen, Niels .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15523.

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  12. Currency carry trade regimes: Beyond the Fama regression. (2009). Clarida, Richard ; Davis, Josh ; Pedersen, Niels .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:8:p:1375-1389.

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  13. Endogenous state prices, liquidity, default, and the yield curve. (2007). Tsomocos, Dimitrios ; Espinoza, Raphael ; Goodhart, Charles.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24479.

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  14. The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly. (2005). Boudoukh, Jacob ; Whitelaw, Robert ; Richardson, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11840.

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  15. The influence of macroeconomic news on term and quality spreads. (2005). Simpson, Marc W. ; Ramchander, Sanjay ; Chaudhry, Mukesh K..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:45:y:2005:i:1:p:84-102.

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  16. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
    In: Working papers.
    RePEc:mit:sloanp:7349.

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  17. UN CONTRASTE ALTERNATIVO DE LA HIPÓTESIS DE LAS EXPECTATIVAS EN SWAPS DE TIPOS DE INTERÉS. (2003). Romero, Pilar Abad .
    In: Working Papers.
    RePEc:vig:wpaper:0306.

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  18. Uncovered Interest Rate Parity and the Term Structure. (2002). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8795.

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  19. The Expectations Hypothesis of the Term Structure: The Case of Ireland. (2000). Bredin, Don ; Cuthbertson, Keith.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:1/rt/00.

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  20. Excess long real rate volatility. (1999). Smoluk, H. J..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:9:y:1999:i:2:p:155-176.

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  21. Domestic variance and international comovement bonds tests of interest rates. (1999). Smoluk, H. J..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:8:y:1999:i:3:p:247-267.

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  22. International Home Bias in International Finance and Business Cycles. (1998). Lewis, Karen K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6351.

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  23. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
    In: International Economic Journal.
    RePEc:taf:intecj:v:11:y:1997:i:2:p:73-101.

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  24. On risk, rationality and the predictive ability of European short-term adjusted yield spreads. (1997). Wahab, Mahmoud .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:5:p:737-765.

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  25. Does real interest parity hold at longer maturities?. (1996). Jorion, Philippe.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:40:y:1996:i:1-2:p:105-126.

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  26. Reconciling the term structure of interest rates with the consumption-based ICAP model. (1996). Marrinan, Jane ; Canova, Fabio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:20:y:1996:i:4:p:709-750.

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  27. The information content of the short end of the term structure of interest rates. (1996). Rossi, Marco .
    In: Bank of England working papers.
    RePEc:boe:boeewp:55.

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  28. Financial liberalisation and interest rate risk management in Sub-Saharan Africa. (1995). Naude, Willem .
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:wps/1996-12.

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  29. The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence. (1995). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5312.

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  30. Can Capital Controls Alter the Inflation-Unemployment Tradeoff?. (1995). Razin, Assaf ; Yuen, Chi-Wa .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5239.

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  31. Term premia comovement in German, Japanese, and U.S. domestic markets. (1995). Popper, Helen.
    In: Open Economies Review.
    RePEc:kap:openec:v:6:y:1995:i:1:p:49-62.

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  32. The duration vector: A continuous-time extension to default-free interest rate contingent claims. (1995). Nawalkha, Sanjay.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:8:p:1359-1366.

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  33. Parameter uncertainty and the rational expectations model of the term structure. (1995). Huang, Chao-Hsi ; Ederington, Louis H..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:2:p:207-223.

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  34. Puzzles in International Financial Markets. (1994). Lewis, Karen K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4951.

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  35. Yield curve forecasts of inflation: a cautionary tale. (1994). Blough, Stephen R..
    In: New England Economic Review.
    RePEc:fip:fedbne:y:1994:i:may:p:3-16.

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  36. An Indicator of Future Inflation Extracted From the Steepness of the Interest Rate Yield Curve Along Its Entire Length. (1991). Frankel, Jeffrey ; Lown, Cara S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3751.

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  37. A Multi-Country Comparison of Term Structure Forecasts at Long Horizons. (1991). Mishkin, Frederic ; Jorion, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3574.

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  38. Coïntégration et structure par terme des taux dintérêt. (1990). Colletaz, Gilbert ; Gourlaouen, Jean-Pierre .
    In: Revue Économique.
    RePEc:prs:reveco:reco_0035-2764_1990_num_41_4_409231.

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  39. Do Stationary Risk Premia Explain It All? Evidence from the Term Struct. (1990). Evans, Martin ; Lewis, Karen K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3451.

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  40. The Term Structure of Interest Rate Differentials in a Target Zone: Theory and Swedish Data. (1990). Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3374.

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  41. Was There a Peso Problem in the U.S. Term Structure of Interest Rates:1979-1982?. (1990). Lewis, Karen K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3282.

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  42. Interest rate expectations and the slope of the money market yield curve. (1990). Hahn, Thomas ; Cook, Timothy .
    In: Economic Review.
    RePEc:fip:fedrer:y:1990:i:sep:p:3-26:n:v.76no.5.

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  43. Interpreting Cointegrated Models. (1988). Shiller, Robert ; Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2568.

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  44. International linkages in the term structure of interest rates. (1988). Tatom, John ; Kool, Clemens ; Clemens J. M. Kool, .
    In: Review.
    RePEc:fip:fedlrv:y:1988:i:jul:p:30-43.

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  45. The Dollar and Real Interest Rates. (1987). Clarida, Richard ; Campbell, John.
    In: Scholarly Articles.
    RePEc:hrv:faseco:3221495.

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  94. In only one instance prior to March 1986, namely the zero-maturity rates for May 1958, did the cubic spline indicate a negative interest rate, of-0.11%. This value was not significantly negative, however (its estimated standard error was 0.54%), and so it was replaced with a zero in the tables. The zero at m — 0 for May 1947 is the actually estimated value. Since March 1986 forward rates in the range 27 to 29 years have often been negative, but these maturities are beyond the range of the tables.
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  103. Kessel, Reuben A. (1965), The Cyclical Behavior of the Term Structure of Interest Rates, NEER, New York.

  104. Keynes, John M. (1936), The General Theory of Employment. Interest and Money.
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  106. Langetieg, Terence C., A Multivariate Model of the Term Structure, Journal of Finance, 35: 71-97, 1980.

  107. LeRoy, Stephen F. (1982a), Expectations Models of Asset Prices: A Survey of Theory, Journal of Finance, 37: 185-217. (a) ______________ (1984), Nominal Prices and Interest Rates in General Equilibrium: Endowment Shocks, Journal of Business, 57:197-213.

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  110. Long, John B. (1974), Stock Prices, Inflation and the Term Structure of Interest Rates, Journal of Financial Economics, 1:131-70.

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  112. Malkiel, Burton C. (1966), The Terni Structure of Interest Rates: Expectations and Behavior Patterns, Princeton University Press.
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  113. Mankiw, N. Gregory (1986), The Term Structure of Interest Rates Revisited, Brookings Papers on Economic Activity, 61-96.

  114. Mankiw, N. Gregory, and Jeffrey A. Miron (1986), The Changing Behavior of the Term Structure of Interest Rates, QuarterlyJournal of Economics, 101:211-28.

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  121. Meiselman, David (1962), The Term Structure of Interest Rates, Prentice Hall, Englewood Cliffs, New Jersey.
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  122. Melino, Angelo (1983)), Estimation of a Rational Expectations Model of the Term Structure, in Essays on Estimation and Inference in Linear Rational Expectations Models, unpublished Ph.D. Dissertation, Harvard University.
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  123. Michaelsen, Jacob 8. (1965), The Term Structure of Interest Rates and Holding Period Yields on Government Securities, Journal of Finance, 20:444-63.

  124. Miron, Jeffrey A. (1984), The Economics of Seasonal Time Series, Ph.D. dissertation, M. 1. T.
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  125. Mishkin, Frederic S. (1978), Efficient Markets Theory: Implications for Monetary Policy, Brookings Papers on Economic Activity, pp. 707-52.

  126. Modigliani, Franco and Richard Sutch (1967), Debt Management and the Term Structure of Interest Rates: An Analysis of Recent Experience, Journal of Political Economy, 75:569-89.

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  128. Nelson, Charles R., and Andrew F. Siegel (1985), Parsimonious Modelling of Yield Curves for U. S. Treasury Bills, NBER working paper No. 1594.
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  130. Pesando, James E. (1975), Determinants of Term Premiums in the Market for United States Treasury Bills, Journal of Finance, 30:1317-27.

  131. Phillips, Liad and John Pippenger (1976), Preferred Habitat vs. Efficient Market: A Test of Alternative Hypotheses, Federal Reserve Bank of St. Louis Review, vol 58 No. 5 pp. 151-64.

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  133. Roley, V. Vance (1977), A Structural Model of the U. S. Government Securities Market, unpublished Ph.D. dissertation, Harvard University.
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  139. Scott, Robert H. (1965), Liquidity and the Term Structure of Interest Rates, Quarterly Journal of Economics, 79:135-45.

  140. Shea, Gary S. (1984), Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations, Journal of Financial and tive Analysis, 19: 253-69.

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  145. Stiglitz, Joseph (1970), A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates, Review of Economic Studies, pp. 321-51.

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  148. Sutch, Richard (1968), Expectations, Risk and the Term Structure of Interest Rates, unpublished Ph.D. dissertation, M.I.T. Telser, Lester C. (1967), A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates, Journal of Political Economy, 75:546-61.

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