Forward rates as predictors of future spot rates
- 1 October 1976
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 3 (4) , 361-377
- https://doi.org/10.1016/0304-405x(76)90027-1
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Inflation Uncertainty and Expected Returns on Treasury BillsJournal of Political Economy, 1976
- The Expectations Hypothesis and the Efficiency of the Treasury Bill MarketThe Review of Economics and Statistics, 1975
- The Term Structure of Interest RatesThe Quarterly Journal of Economics, 1957