The information in the term structure: Some further results
- 1 October 1988
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 3 (4) , 307-314
- https://doi.org/10.1002/jae.3950030406
Abstract
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All Related Versions
This publication has 7 references indexed in Scilit:
- The Information in the Term Structure: Some Further ResultsPublished by National Bureau of Economic Research ,1988
- Monetary policy regime shifts and the unusual behavior of real interest ratesCarnegie-Rochester Conference Series on Public Policy, 1986
- The Response of Interest Rates to Money Announcements under Alternative Operating Prosedures and Reserve Requirement SystemsPublished by National Bureau of Economic Research ,1986
- The information in the term structureJournal of Financial Economics, 1984
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982
- Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric AnalysisJournal of Political Economy, 1980
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980