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Do forecast errors or term premia really make the difference between long and short rates?

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Author Info
Startz, Richard

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File URL: http://www.sciencedirect.com/science/article/B6VBX-45KNKNN-1X/2/5525d11889cb0a500c1674e81915e23f
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 10 (1982)
Issue (Month): 3 (November)
Pages: 323-329
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Handle: RePEc:eee:jfinec:v:10:y:1982:i:3:p:323-329

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Pornpinun Chantapacdepong, 2007. "Determinants of the time varying risk premia," Bristol Economics Discussion Papers 07/597, Department of Economics, University of Bristol, UK. [Downloadable!]
  2. repec:fip:fedreq:y:1990:i:sep:p:3-26:n:v.76no.5 is not listed on IDEAS
  3. Stephen A. Buser & G. Andrew Karolyi & Anthony B. Sanders, . "Adjusted Forward Rates as Predictors of Future Spot Rates," Research in Financial Economics 9605, Ohio State University. [Downloadable!]
  4. Robert J. Shiller & J. Huston McCulloch, 1987. "The Term Structure of Interest Rates," NBER Working Papers 2341, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. 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)
  6. Carol L. Osler, 1989. "Interest Rate Term Premiums and the Failure of the Speculative Efficiency Hypothesis: A Theoretical Investigation," NBER Working Papers 3060, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Frederic S. Mishkin, 1990. "What Does the Term Structure Tell Us About Future Inflation?," NBER Working Papers 2626, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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