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Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates. (1983). Shiller, Robert ; Schoenholtz, Kermit ; Campbell, John.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:667.

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  12. Does Time Varying Risk Premia Exist in the International Bond Market? An Empirical Evidence from Australian and French Bond Market. (2021). A. B. M. Rabiul Alam Beg, ; A. B. M. Rabiul Alam Beg, ; Aftab, Hira.
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  30. Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?. (2017). Saiki, Ayako ; Frankel, Jeffrey.
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    In: CAMA Working Papers.
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  48. International effects of Chinas rise and transition: Neoclassical and Keynesian perspectives. (2015). Tyers, Rodney.
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    In: CAMA Working Papers.
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  54. International Effects of China’s Rise and Transition: Neoclassical and Keynesian Perspectives. (2014). Tyers, Rodney.
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  55. Testing the Liquidity Preference Hypothesis using Survey Forecasts. (2014). ORNELAS, JOSE ; Antonio Francisco de Almeida Silva Jr, ; Jose Renato Haas Ornelas, .
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  58. The expectations hypothesis: New hope or illusory support?. (2013). Wood, Andrew ; Jitmaneeroj, Boonlert.
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  59. The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies. (2011). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark.
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  60. Time-variation in term premia: International survey-based evidence. (2011). Wolff, Christian ; Verschoor, Willem ; Jongen, Ron ; Wolff, Christian C. P., ; Verschoor, Willem F. C., .
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  61. Revisiting the expectations hypothesis of the term structure of interest rates. (2011). Nawosah, Vivekanand ; Harris, Richard ; Bulkley, George ; Harris, Richard D. F., .
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  63. FINANCIAL MARKET REACTIONS TO THEBRAZILIAN CENTRAL BANK’S DECISIONS. (2011). de Mendonça, Helder ; deMendona, Helder Ferreira ; DE FARIA, IVANDO SILVA ; de Mendona, Helder Ferreira.
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  66. Predictions of short-term rates and the expectations hypothesis. (2010). Thornton, Daniel ; Guidolin, Massimo.
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  67. A Rational Expectations Consistent Measure of Risk: Using Financial Market Data from a Middle Income Context. (2010). Fedderke, Johannes ; Pillay, Neryvia .
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  69. The new macroeconometric model of the Polish economy. (2009). Kolasa, Marcin ; Greszta, Michal ; Budnik, Katarzyna ; Rybaczyk, Bartosz ; Rot, Michal ; Hulej, Michal ; Tarnicka, Magdalena ; Murawski, Karol .
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  72. The high-frequency impact of news on long-term yields and forward rates: Is it real?. (2009). Beechey, Meredith ; Wright, Jonathan H..
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  84. Měnová politika, změny trendové inflace a nestabilita úrokových relací: analýza dynamiky dlouhodobých úrokových sazeb v kontextu změn repo sazby české národní banky. (2007). Brůna, Karel ; Brna, Karel.
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  96. Term Structure Transmission of Monetary Policy. (2007). Tinsley, Peter ; Kozicki, Sharon.
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  97. The information content of the term structure of interest rates. (2006). Inder, Brett ; Kalev, Petko S..
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  98. Predictability in Financial Markets: What Do Survey Expectations Tell Us?. (2006). van Wincoop, Eric ; Mertens, Elmar ; Bacchetta, Philippe.
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  100. International Capital Flows and U.S. Interest Rates. (2006). Warnock, Francis.
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  101. A Further Examination of the Expectations Hypothesis for the Term Structure. (2006). Osborn, Denise ; Bataa, Erdenebat ; Kim, Dong H..
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  102. The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence. (2006). Rotondi, Zeno.
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  103. The U.S. Treasury yield curve: 1961 to the present. (2006). Wright, Jonathan ; Gürkaynak, Refet ; Sack, Brian.
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  104. Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden. (2006). Swanson, Eric ; Levin, Andrew ; Gürkaynak, Refet.
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  105. Politique monetaire, inertie des taux longs Americains et choix de portefeuille. (2006). Ducoudré, Bruno.
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  106. An investigation of bond term premia in international government bond indices. (2006). Papadamou, Stephanos ; HALKOS, GEORGE.
    In: Research in International Business and Finance.
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  107. Taylor rules and the term structure. (2006). Favero, Carlo.
    In: Journal of Monetary Economics.
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  108. Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden. (2006). Swanson, Eric ; Levin, Andrew ; Gürkaynak, Refet ; Gurkaynak, Refet S..
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  109. Optimal Value and Growth Tilts in Long-Horizon Portfolios. (2006). Viceira, Luis ; Jurek, Jakub W.
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  110. Predictability in Financial Markets: What Do Survey Expectations Tell Us?. (2006). van Wincoop, Eric ; Mertens, Elmar ; Bacchetta, Philippe.
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  111. Monetary policy and rejections of the expectations hypothesis. (2006). Ravenna, Federico ; Seppala, Juha .
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  112. The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area. (2006). Durré, Alain.
    In: German Economic Review.
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  113. The term structure of interest rates in Australia: an application of long run structural modelling. (2005). Masih, Abul ; Mansur, A. ; Ryan, Vicky.
    In: Applied Financial Economics.
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  114. A Kalman filter approach to characterizing the Canadian term structure of interest rates. (2005). Morley, James ; Gravelle, Toni.
    In: Applied Financial Economics.
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  115. Monetary Policy and the Term Structure of Interest Rates. (2005). Seppala, Juha ; Ravenna, Federico.
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  116. Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements. (2005). Swanson, Eric ; Gürkaynak, Refet ; Sack, Brian.
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  117. Financial Markets and the Real Economy. (2005). Cochrane, John.
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  118. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
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  119. Federal Funds Rate Prediction.. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio.
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    RePEc:mcb:jmoncb:v:37:y:2005:i:3:p:449-71.

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  120. Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements. (2005). Swanson, Eric ; Gürkaynak, Refet ; Sack, Brian.
    In: International Journal of Central Banking.
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  121. International Capital Flows and U.S. Interest Rates. (2005). Warnock, Francis.
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  122. The empirical failure of the expectations hypothesis of the term structure of bond yields. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio ; Dittmar, Robert .
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  123. International capital flows and U.S. interest rates. (2005). Warnock, Francis.
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  124. 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.
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  125. What do you expect? Imperfect policy credibility and tests of the expectations hypothesis. (2005). Tinsley, Peter ; Kozicki, Sharon.
    In: Journal of Monetary Economics.
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  126. The term spread and real economic activity in the US inter-war period. (2005). Peel, David ; Paya, Ivan ; Matthews, Kent.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:27:y:2005:i:2:p:331-343.

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  127. Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate. (2005). Thornton, Daniel.
    In: Journal of Banking & Finance.
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  128. The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio.
    In: CEPR Discussion Papers.
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  129. Time Variation in Term Premia: International Evidence. (2005). Wolff, Christian ; Verschoor, Willem ; Jongen, Ron .
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  130. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
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  131. Forecasting with a forward-looking DGE model : combining long-run views of financial markes with macro forecasting. (2005). Mannisto, Hanna-Leena.
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  132. Monetary Policy Transparency:Too Good to be True?. (2004). Howells, Peter ; biefang-frisancho, iris ; Mariscal, Iris Biefang-Frisancho .
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  133. Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting. (2004). Eijffinger, Sylvester ; Tesfaselassie, M F ; Eijffinger, S. C. W., ; Schaling, E.
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  134. Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting. (2004). Tesfaselassie, Mewael F. ; Schaling, Eric ; Eijffinger, Sylvester ; Eijffinger, S. C. W., .
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  135. The rational expectations hypothesis and the cross-section of bond yields. (2004). Harris, Richard ; Richard D. F. Harris, .
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  136. Fractional cointegration and the term structure. (2004). Mignon, Valérie ; Lardic, sandrine.
    In: Empirical Economics.
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  137. Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate. (2004). Thornton, Daniel.
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  138. The term structure of real interest rates: theory and evidence from UK index-linked bonds. (2004). Seppala, Juha.
    In: Journal of Monetary Economics.
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  139. A note on the expectations hypothesis at the founding of the Fed. (2004). Thornton, Daniel ; Kool, Clemens ; Kool, Clemens J. M., .
    In: Journal of Banking & Finance.
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  140. Exchange rate puzzles and distorted beliefs. (2004). Tornell, Aaron ; Gourinchas, Pierre-Olivier.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:64:y:2004:i:2:p:303-333.

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  141. Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation. (2004). Chopin, Nicolas ; Pelgrin, Florian .
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  142. Profiting from Mean-Reverting Yield Curve Trading Strategies. (2004). Koh, Winston ; Chua, Choong-Tze ; Ramaswamy, Krishna.
    In: Econometric Society 2004 Australasian Meetings.
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  143. Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates. (2004). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea.
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  144. Exchange rate puzzles and distorted beliefs. (2004). Tornell, A ; Gourinchas, PO.
    In: Department of Economics, Working Paper Series.
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  145. Anticipation of monetary policy in UK financial markets. (2004). wetherilt, anne ; Lildholdt, Peter .
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  146. The link between monetary policy and stock and bond markets: evidence from the federal funds futures contract. (2003). Gulley, O ; Sultan, Jahangir .
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  147. Another Look at Yield Spreads: The Role of Liquidity. (2003). Kim, D H.
    In: The School of Economics Discussion Paper Series.
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  148. La estructura temporal de tasas de interés en México: ¿Puede predecir la actividad económica futura?. (2003). Castellanos, Sara ; Camero, Eduardo .
    In: Revista de Analisis Economico – Economic Analysis Review.
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  149. La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública. (2003). Juan M. Nave Pineda, ; Perello, Magdalena Massot.
    In: Investigaciones Economicas.
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  150. A note on the expectations hypothesis at the founding of the Fed. (2003). Thornton, Daniel ; Kool, Clemens ; Clemens J. M. Kool, .
    In: Working Papers.
    RePEc:fip:fedlwp:2000-004.

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  151. On credit spread slopes and predicting bank risk. (2003). Thomson, James ; C. N. V. Krishnan, ; Ritchken, Peter H..
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  152. On the Relationship Between the Very Short Forward and the Spot Interest Rate. (2003). Uesugi, Iichiro ; Yamashiro, Guy M..
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  153. The maturity of debt issues and predictable variation in bond returns. (2003). Wurgler, Jeffrey ; Baker, Malcolm ; Malcolm, Baker ; Jeffrey, Wurgler ; Robin, Greenwood.
    In: Journal of Financial Economics.
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  154. A multivariate model of strategic asset allocation. (2003). Viceira, Luis ; Campbell, John ; Lewis, Chan Yeung.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:67:y:2003:i:1:p:41-80.

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  155. Risk premia in the term structure of interest rates: a panel data approach. (2003). Wolff, Christian ; Bams, Dennis ; Wolff, Christian C. P., .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:3:p:211-236.

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  156. Nonlinear mean reversion in the term structure of interest rates. (2003). Seo, Byeongseon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:11:p:2243-2265.

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  157. Nonlinear mean reversion in the term structure of interest rates. (2003). Seo, Byeongseon.
    In: Journal of Economic Dynamics and Control.
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  158. Estimating risk premia in money market rates. (2003). Durré, Alain ; Pilegaard, Rasmus ; Evjen, Snorre ; Durre, Alain.
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  159. Exchange Rate Puzzles and Distorted Beleifs (June 2003), with Pierre-Olivier Gourinchas. (2003). Tornell, Aaron.
    In: UCLA Economics Online Papers.
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  160. Measuring Interest Rate Expectations in Canada. (2003). Johnson, Grahame .
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  161. Can forward rates be used to improve interest rate forecasts?.. (2002). Novales, Alfonso ; Domínguez Irastorza, Emilio.
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  162. The expectation hypothesis in emerging financial markets: the case of Malaysia. (2002). Ghazali, Noor A. ; Low, Soo-Wah .
    In: Applied Economics.
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  163. Another look at yield spreads: The role of liquidity. (2002). Kim, D H.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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  164. El modelo de McCallum. Evidencia empírica en la estructura temporal de los tipos de interés española. (2002). Navarro-Arribas, Eliseo ; Martinez-Serna, Isabel M..
    In: Investigaciones Economicas.
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  165. Fractional cointegration and term structure of interest rates. (2002). Mignon, Valérie ; Lardic, sandrine.
    In: THEMA Working Papers.
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  166. Investor psychology in capital markets: evidence and policy implications. (2002). Teoh, Siew Hong ; Hirshleifer, David ; Daniel, Kent.
    In: Journal of Monetary Economics.
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  167. The Canadian treasury bill auction and the term structure of interest rates. (2002). Zimmermann, Christian ; Storer, Paul ; Godbout, Lise.
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  168. Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates. (2002). Brooks, Chris ; Rew, Alistair G..
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  169. Lecturas Alternativas de la Estructura a Plazo: Una Breve Revisión de literatura. (2002). Arosemena, Angelica.
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  170. A Multivariate Model of Strategic Asset Allocation. (2001). Viceira, Luis ; Campbell, John ; Chan, Yeung Lewis.
    In: NBER Working Papers.
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  171. Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates.. (2001). Bekdache, Basma.
    In: Journal of Forecasting.
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  172. What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?. (2001). Tinsley, Peter ; Kozicki, Sharon.
    In: Research Working Paper.
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  173. Evidence uncovered: long-term interest rates, monetary policy, and the expectations theory. (2001). Roush, Jennifer E..
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  174. Measuring equilibrium real interest rates: what can we learn from yields on indexed bonds?. (2001). Bomfim, Antulio N..
    In: Finance and Economics Discussion Series.
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  175. Anticipations of monetary policy in financial markets. (2001). Sack, Brian ; Whitesell, William ; Lange, Joe.
    In: Finance and Economics Discussion Series.
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  176. Shifting endpoints in the term structure of interest rates. (2001). Tinsley, Peter ; Kozicki, Sharon.
    In: Journal of Monetary Economics.
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  177. Term structure views of monetary policy under alternative models of agent expectations. (2001). Tinsley, Peter ; Kozicki, Sharon.
    In: Journal of Economic Dynamics and Control.
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  178. A Liquidity Premium Puzzle?: Evidence from Chile. (2001). Fernandez, Viviana.
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  179. A Multivariate Model of Strategic Asset Allocation. (2001). Viceira, Luis ; Campbell, John ; Chan, Yeung Lewis.
    In: CEPR Discussion Papers.
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  180. Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates?. (2001). Favero, Carlo.
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  181. La théorie des anticipations de la structure par terme permet-elle de rendre compte de lévolution des taux dintérêt sur euro-devise ?. (2001). Jondeau, Eric.
    In: Annals of Economics and Statistics.
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  182. La théorie des anticipations de la structure par terme permet-elle de rendre compte de lévolution des taux dintérêt sur euro-devise ?. (2001). Jondeau, Eric.
    In: Annals of Economics and Statistics.
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  183. The relationship between the federal funds rate and the Feds federal funds rate target: is it open market or open mouth operations?. (2000). Thornton, Daniel.
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  184. Switching regime models in the Spanish inter-bank market. (2000). Beyaert, Arielle.
    In: The European Journal of Finance.
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  185. Yield spreads as predictors of industrial production: expectations on short rates or term premia?. (2000). Hejazi, Walid .
    In: Applied Economics.
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  186. Time varying term premia and risk: the case of the Spanish interbank money market. (2000). Robles Fernandez, M. Dolores ; M. Dolores Robles Fernandez, ; DE FRUTOS, RAFAEL FLOREZ .
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  187. NONLINEAR MEAN REVERSION IN THE TERM STRUCTURE OF INTEREST RATES. (2000). Seo, Byeongseon.
    In: Computing in Economics and Finance 2000.
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  188. Asset Pricing at the Millennium. (2000). Campbell, John.
    In: NBER Working Papers.
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  189. An examination of the evolving relationship between interest rates of different maturities in Japan, and test of the expectations hypothesis of the term structure to ascertain the feasibility of using. (2000). Kuo, Shew-Huei .
    In: ISU General Staff Papers.
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  190. The relationship between the federal funds rate and the Feds federal funds rate target: is it open market or open mouth operations?. (2000). Thornton, Daniel.
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  191. Testing the expectations hypothesis in Eurodeposits. (2000). Novales, Alfonso ; Domínguez Irastorza, Emilio ; Dominguez, Emilio .
    In: Journal of International Money and Finance.
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  192. Is there excess comovement of bond yields between countries?. (2000). Sutton, Gregory D..
    In: Journal of International Money and Finance.
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  193. The term structure of very short-term rates: New evidence for the expectations hypothesis. (2000). Longstaff, Francis ; Longstaff Francis A., .
    In: Journal of Financial Economics.
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  194. Are German money market rates well behaved?. (2000). Nitzsche, Dirk ; Hayes, Simon ; Cuthbertson, Keith.
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  195. The Term Structure of Real Interest Rates: Theory and Evidence from the U.K. Index-Linked Bonds. (2000). Seppala, Juha.
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  196. Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach. (2000). Wolff, Christian ; Bams, Dennis.
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  197. Forward-looking Models and Monetary Policy in Japan. (2000). Muto, Ichiro ; Kamada, Koichiro.
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  198. The term structure of real interest rates : Theory and evidence form UK index-linked bonds. (2000). Seppala, Juha .
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  199. Monetary policy surprises and the yield curve. (2000). Haldane, Andrew ; Read, Vicky .
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  200. Modeling fixed income excess returns. (2000). Bekdache, Basma ; Baum, Christopher.
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  201. Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say.. (2000). MacDonald, Ronald.
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  202. Forecasting French and German long-term rates using a rational expectations model. (1999). Sedillot, Franck ; Jondeau, Eric.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
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  203. Predictive Regressions. (1999). Stambaugh, Robert.
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  204. Predictive regressions. (1999). Stambaugh, Robert.
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  205. The information in the Mexican term structure of interest rates: capital market implications. (1999). Walz, Daniel ; Spencer, Roger ; Gonzalez, Jorge.
    In: Journal of International Financial Markets, Institutions and Money.
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  206. A Survey on Interest Rate Forecasting. (1999). Zimmermann, Christian ; Paquet, Alain ; Fauvel, Yvon.
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  207. The Canadian Treasury Bill Auction and the Term Structure of Interest Rates. (1999). Zimmermann, Christian ; Storer, Paul ; Godbout, Lise.
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  208. The Term Structure with Highly Persistent Interest Rates. (1999). Valkanov, Rossen .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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  209. Anticipated monetary policy and the dynamic behaviour of the term structure of interest rates. (1999). Vilmunen, Jouko ; Jaaskela, Jarkko .
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  210. Inflation Expectations and Risks in a Two-Country Affine-Yield Model. (1999). Ben Siu Cheong Fung, ; Mitnick, Scott ; Remolona, Eli M.
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  211. Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets. (1999). Remolona, Eli ; Fung, Ben.
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  212. The Term Structure of Taiwan Money Market Rates And Rational Expectation. (1998). Shen, Chung-Hua.
    In: International Economic Journal.
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  213. Testing the expectations theory in a market of short-term financial assets. (1998). Prats, María ; Beyaert, Arielle ; Maria Asuncion Prats Albentosa, .
    In: Applied Financial Economics.
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  214. Money Demand and Nominal Debt: An Equilibrium Model of the Liquidity Effect. (1998). Sumner, Scott ; Gulley, O ; Newman, Ross.
    In: Journal of Macroeconomics.
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  215. Term Spreads and Predictions of Bond and Stock Excess Returns. (1998). Domian, Dale L. ; Reichenstein, William .
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  216. An empirical analysis of term premiums using significance tests for stochastic dominance. (1998). Xu, Kuan.
    In: Economics Letters.
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  217. Interest Rates in Germany and the UK: Cointegration and Error Correction Models.. (1998). Nitzsche, Dirk ; Hayes, Simon ; Cuthbertson, Keith.
    In: The Manchester School of Economic & Social Studies.
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  218. La prevision des taux longs français et allemands a partir dun modele a anticipations rationnelles. (1998). Sedillot, Franck ; Jondeau, Eric.
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  219. La théorie des anticipations de la structure par terme : test à partir de titres publics français. (1998). Jondeau, Eric ; Ricart, Roland .
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  220. La théorie des anticipations de la structure par terme : test à partir de titres publics français. (1998). Ricart, Roland ; Jondeau, Eric.
    In: Annals of Economics and Statistics.
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  221. Riding the yield curve: Term premiums and excess returns. (1997). Pelaez, Rolando F.
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  222. Estimation of the specification error in the expectations theory of the term structure. (1997). Johnson, Paul.
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  223. Peso Problem Explanations for Term Structure Anomalies. (1997). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
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  224. Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure.. (1997). Wickens, Michael ; Tzavalis, Elias.
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  225. The Term Structure of Interest Rates and Financial Integration in the ERM.. (1997). Pentecost, Eric ; Holmes, Mark.
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  226. Riding the yield curve: Term premiums and excess returns. (1997). Pelaez, Rolando F..
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  227. Long-term equilibria of yields on taxable and tax-exempt bonds. (1997). Xu, Kuan.
    In: International Review of Economics & Finance.
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  228. A model of target changes and the term structure of interest rates. (1997). Bertola, Giuseppe ; Balduzzi, Pierluigi ; Foresi, Silverio .
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  229. On risk, rationality and the predictive ability of European short-term adjusted yield spreads. (1997). Wahab, Mahmoud .
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  230. The term structure of Euro-rates: some evidence in support of the expectations hypothesis. (1997). Smets, Frank ; Gerlach, Stefan.
    In: Journal of International Money and Finance.
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  231. Tests of three parity conditions: Distinguishing risk premia and systematic forecast errors. (1997). Marston, Richard C..
    In: Journal of International Money and Finance.
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  232. Time series dynamics of short-term interest rates: evidence from Eurocurrency markets. (1997). Chiang, Thomas.
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  233. Small sample properties of the regression test of the expectations model of the term structure1. (1997). Schotman, Peter C..
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  234. Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States. (1997). Tsatsaronis, Kostas ; Smets, Frank.
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  235. Is there excess comovement of bond yields between countries?. (1997). Sutton, Gregory D..
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  236. Exchange rate regimes and the expectations hypothesis of the term structure. (1997). Smets, Frank ; Gerlach, Stefan.
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  237. The Daily Market for Federal Funds.. (1996). Hamilton, James.
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  238. Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices. (1996). Campbell, John ; Barr, David.
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  239. Moving endpoints and the internal consistency of agents ex ante forecasts. (1996). Tinsley, Peter ; Kozicki, Sharon.
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  240. Equilibrium term structure relations of risky assets in incomplete markets. (1996). Eckwert, Bernhard.
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  241. Business conditions, monetary policy, and expected security returns. (1996). Jensen Gerald R., ; Mercer Jeffrey M., ; Johnson Robert R., .
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  242. Explaining the term structure of interest rates: A panel data approach. (1996). Murphy, Robert ; Mayfield, Scott E..
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  243. Monetary policy and the behaviour of interest rates: are long rates excessively volatile?. (1996). Gerlach, Stefan.
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  244. The Term Structure of Interest Rates in the London Interbank Market.. (1995). Muscatelli, Vito ; Hurn, Stan ; Moody, Terry.
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  245. Some Lessons from the Yield Curve. (1995). Campbell, John.
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  246. By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. (1995). Cochrane, John ; Campbell, John.
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  247. Term premia comovement in German, Japanese, and U.S. domestic markets. (1995). Popper, Helen.
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  248. Federal Reserve interest rate targeting, rational expectations, and the term structure. (1995). Rudebusch, Glenn.
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  249. Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model. (1995). Chiang, Thomas.
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  250. Parameter uncertainty and the rational expectations model of the term structure. (1995). Huang, Chao-Hsi ; Ederington, Louis H..
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  251. An Empirical Analysis of the Relationship between UK Treasury Bills and the Term Structure of Certificates of Deposit.. (1995). Fraser, Patricia .
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  252. The information content of the term structure: evidence for Germany. (1995). Gerlach, Stefan.
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  253. The term structure of Euro-rates: some evidence in support of the expectations hypothesis. (1995). Smets, Frank ; Gerlach, Stefan.
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  254. Tests of Three Parity Conditions: Distinguishing Risk Premia and Systematic Forecast Errors. (1994). Marston, Richard C..
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  255. Irish Interest Rate Fluctuations in The European Monetary System. (1994). Honohan, Patrick ; Conroy, Charles .
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  256. Equilibrium term structure relations of risky assets in incomplete markets. (1993). Eckwert, Bernhard.
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  257. Expectations and the term structure of interest rates. (1993). anonymous, .
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  258. Implementing short-run monetary policy with lower reserve requirements. (1993). Brunner, Allan ; Lown, Cara S..
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  259. The effect of changes in official UK rates on market interest rates since 1987. (1993). Dale, Spencer .
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  260. Estructura temporal de tipos de interés: hipótesis teóricas y resultados empíricos. (1992). FREIXAS, XAVIER.
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  261. Why do T-bill rates react to discount rate changes?. (1992). Thornton, Daniel.
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  262. THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET. (1992). Mougoue, Mbodja .
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  263. Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors.. (1992). Shea, Gary.
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  264. Modeling Long-Term Government Bond Yields: An Efficient Market Approach. (1992). Denbaly, Mark ; Sundell, Paul .
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  265. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. (1991). Campbell, John ; Ammer, John.
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  266. es modéles ARCH en finance : un point sur la théorie et les résultats empiriques. (1991). Jayaraman, Narayanan ; Kroner, Kenneth F ; Bollerslev, Tim ; Chou, Ray Y.
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  267. Les modéles ARCH en finance : un point sur la théorie et les résultats empiriques. (1991). Bollerslev, Tim ; Chou, Ray Y. ; Jayaraman, Narayanan ; KRONER, Kenneth F..
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  268. Die Zinsstruktur am Euromarkt: eine empirische Studie. (1990). Marty, Rudolf.
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  269. Prévision bayésienne et structure par terme des taux dintérêt. (1990). PEGUIN-FEISSOLLE, Anne ; Lai Tong, Charles ; BISIÈRE, Christophe ; Bisiere, Christophe ; Laitong, Charles.
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  270. Coïntégration et structure par terme des taux dintérêt. (1990). Colletaz, Gilbert ; Gourlaouen, Jean-Pierre .
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  271. Yield Curve. (1990). Mishkin, Frederic.
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  272. Do Stationary Risk Premia Explain It All? Evidence from the Term Struct. (1990). Evans, Martin ; Lewis, Karen K..
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  273. Short Rates and Expected Asset Returns. (1990). Froot, Kenneth.
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  274. Yield Spreads and Interest Rate Movements: A Birds Eye View. (1989). Shiller, Robert ; Campbell, John.
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  275. A Multi-Country Study of the Information in the Term Structure about Future Inflation. (1989). Mishkin, Frederic.
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  276. What Does the Term Structure Tell Us About Future Inflation?. (1988). Mishkin, Frederic.
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  277. International linkages in the term structure of interest rates. (1988). Tatom, John ; Kool, Clemens ; Clemens J. M. Kool, .
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  278. The Expectations Theory of the Term Structure of Interest Rates in Australia. (1988). Tease, Warren J.
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  279. Les taux dintérêt observés sur le marché monétaire sont-ils trop volatils ?. (1987). Colletaz, Gilbert.
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  280. New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates. (1987). Froot, Kenneth.
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  281. The Term Structure of Interest Rates. (1987). Shiller, Robert ; McCulloch, Huston J.
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  282. The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve. (1987). Weil, David ; Miron, Jeffrey ; Mankiw, N. Gregory.
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  283. Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week. (1987). Campbell, John.
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  284. Stock Returns and the Term Structure. (1987). Campbell, John.
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  285. Cointegration and Tests of Present Value Models. (1986). Shiller, Robert ; Campbell, John.
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  286. The Term Structure of Interest Rates: Evidence and Theory. (1986). Melino, Angelo.
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  287. The Response of Interest Rates to Money Announcements under Alternative Operating Prosedures and Reserve Requirement Systems. (1986). Roley, Vance V..
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  288. Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week. (1986). Campbell, John.
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  289. Debt and Equity Returns Revisited. (1986). Hendershott, Patric H..
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  291. Stock Returns and the Term Structure. (1985). Campbell, John.
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  292. Conventional Valuation and the Term Structure of Interest Rates. (1985). Shiller, Robert.
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  293. The efficient markets hypothesis and weekly money: some contrary evidence. (1985). Sheehan, Richard ; Belongia, Michael.
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