Investigating the effects of monetary regime shifts: The case of the Federal Reserve and the shrinking risk premium

This publication has 8 references indexed in Scilit:

• Interest Rate Uncertainty and the Founding of the Federal Reserve
  The Journal of Economic History, 1998
• The Effect of Money Shocks on Interest Rates in the Presence of Conditional Heteroskedasticity
  The Journal of Finance, 1993
• Time-Varying Volatility and the Dynamic Behavior of the Term Structure
  Journal of Money, Credit and Banking, 1993
• Asset pricing with a factor-arch covariance structure
  Journal of Econometrics, 1990
• The Changing Behavior of the Term Structure of Interest Rates
  The Quarterly Journal of Economics, 1986
• Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?
  Brookings Papers on Economic Activity, 1984
• Monetary Policy and Short-Term Interest Rates: An Efficient Markets- Rational Expectations Approach
  The Journal of Finance, 1982
• Econometric policy evaluation: A critique
  Carnegie-Rochester Conference Series on Public Policy, 1976