The information in forward rates: Implications for models of the term structure
- 31 May 1988
- journal article
- research article
- Published by Elsevier in Journal of Financial Economics
- Vol. 21 (1) , 41-70
- https://doi.org/10.1016/0304-405x(88)90031-1
Abstract
No abstract availableKeywords
This publication has 28 references indexed in Scilit:
- Stock returns and the term structurePublished by Elsevier ,2002
- Term premiums and default premiums in money marketsJournal of Financial Economics, 1986
- The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest RatesThe Journal of Finance, 1986
- Consumption, production, inflation and interest rates: A synthesisJournal of Financial Economics, 1986
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- Term premiums in bond returnsJournal of Financial Economics, 1984
- The information in the term structureJournal of Financial Economics, 1984
- An Equilibrium Model of Bond Pricing and a Test of Market EfficiencyJournal of Financial and Quantitative Analysis, 1982
- Conditional Predictions of Bond Prices and ReturnsThe Journal of Finance, 1980
- Forward rates as predictors of future spot ratesJournal of Financial Economics, 1976