Do forecast errors or term premia really make the difference between long and short rates?
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 10 (1982)
Issue (Month): 3 (November)
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Web page: http://www.elsevier.com/locate/inca/505576
Other versions of this item:
- Richard Startz, . "Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?," Rodney L. White Center for Financial Research Working Papers 08-81, Wharton School Rodney L. White Center for Financial Research.
- Richard Startz, . "Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?," Rodney L. White Center for Financial Research Working Papers 8-81, Wharton School Rodney L. White Center for Financial Research.
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- Mishkin, F.S., 1988.
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- 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.
- Domian, Dale L. & Reichenstein, William, 1998. "Term Spreads and Predictions of Bond and Stock Excess Returns," Financial Services Review, Elsevier, vol. 7(1), pages 25-44.
- Timothy Cook & Thomas Hahn, 1990. "Interest rate expectations and the slope of the money market yield curve," Economic Review, Federal Reserve Bank of Richmond, issue Sep, pages 3-26.
- repec:nbr:nberwo:2341 is not listed on IDEAS
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