This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Interest Rate Expectations versus Forward Rates: Evidence from an Expectations Survey Author info | Abstract | Publisher info | Download info | Related research | Statistics Friedman, Benjamin M
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by American Finance Association in its journal Journal of Finance .
Volume (Year): 34 (1979)
Issue (Month): 4 (September)
Pages: 965-73
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:bla:jfinan:v:34:y:1979:i:4:p:965-73Contact details of provider: Web page: http://www.afajof.org/ More information through EDIRC
Order Information: Web: http://www.afajof.org/membership/join.asp
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C & Zwinkels, Remco C.J., 2008.
"Dispersion of Beliefs in the Foreign Exchange Market ,"
CEPR Discussion Papers
6738, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2006.
"Predictability in Financial Markets: What Do Survey Expectations Tell Us? ,"
CEPR Discussion Papers
5770, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006.
"Predictability in Financial Markets: What Do Survey Expectations Tell Us? ,"
Working Papers
102006, Hong Kong Institute for Monetary Research.
[Downloadable!] Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006.
"Predictability in Financial Markets: What Do Survey Expectations Tell Us? ,"
Working Papers
06.04, Swiss National Bank, Study Center Gerzensee.
[Downloadable!] Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009.
"Predictability in financial markets: What do survey expectations tell us? ,"
Journal of International Money and Finance ,
Elsevier, vol. 28(3), pages 406-426, April.
[Downloadable!] (restricted) Anonymous, 1993.
"Expectations and the term structure of interest rates ,"
Reserve Bank of New Zealand Bulletin ,
Reserve Bank of New Zealand, vol. 56, December.
[Downloadable!]
Adrian W. Throop, 1981.
"Interest rate forecasts and market efficiency ,"
Economic Review ,
Federal Reserve Bank of San Francisco, issue Spr, pages 29-43.
[Downloadable!]
David S. Jones & V. Vance Roley, 1984.
"Rational Expectations, the Expectations Hypothesis, and Treasury Bill Yields: An Econometric Analysis ,"
NBER Working Papers
0869, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Timothy Q. Cook & Thomas A. Lawler, 1983.
"The behavior of the spread between Treasury bill rates and private money market rates since 1978 ,"
Working Paper
83-04, Federal Reserve Bank of Richmond.
[Downloadable!]
Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C, 2005.
"Time Variation in Term Premia: International Evidence ,"
CEPR Discussion Papers
4959, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Mark A. Hooker, 1996.
"Maturity structure of term premia with time-varying expected returns ,"
Working Papers
96-4, Federal Reserve Bank of Boston.
[Downloadable!]
repec:fip:fedreq:y:1986:i:jul:p:3-12:n:v.72no.4 is not listed on IDEAS
Martin D. Evans & Karen K. Lewis, 1990.
"Do Stationary Risk Premia Explain It All? Evidence from the Term Struct ,"
NBER Working Papers
3451, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Kenneth A. Froot, 1990.
"New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates ,"
NBER Working Papers
2363, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
repec:fip:fedreq:y:1983:i:nov:p:3-15:n:v.69no.6 is not listed on IDEAS
Access and
download statistics Did you know? IDEAS is not the only service displaying RePEc data. Choose on RePEc which service fits your needs best.
This page was last updated on 2009-12-8.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .