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Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience

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Author Info
Franco Modigliani
Richard Sutch

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File URL: http://www.journals.uchicago.edu/cgi-bin/resolve?id=doi:10.1086/259334
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Article provided by University of Chicago Press in its journal The Journal of Political Economy.

Volume (Year): 75 (1967)
Issue (Month): ()
Pages: 569
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Handle: RePEc:ucp:jpolec:v:75:y:1967:p:569

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  1. John Y. Campbell, 1995. "Some Lessons from the Yield Curve," NBER Working Papers 5031, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Benjamin M. Friedman, 1980. "The Effect of Shifting Wealth Ownership on the Term Structure of Interest Rates," NBER Working Papers 0239, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Byeongseon Seo, 2000. "Nonlinear Mean Reversion In The Term Structure Of Interest Rates," Computing in Economics and Finance 2000 121, Society for Computational Economics. [Downloadable!]
  4. 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)
  5. Benjamin M. Friedman, 1980. "Interest Rate Expectations Versus Forward Rates: Evidence From An Expectations Survey," NBER Working Papers 0295, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. 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)
  7. John Y. Campbell & Robert J. Shiller, 1983. "A Simple Account of the Behavior of Long-Term Interest Rates," NBER Working Papers 1203, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, . "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia 196, Banco de la Republica de Colombia. [Downloadable!]
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  9. Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2007. "Endogenous State Prices, Liquidity, Default, and the Yield Curve," OFRC Working Papers Series 2007fe01, Oxford Financial Research Centre. [Downloadable!]
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  10. Paul Boothe & Debra Glassman, 1988. "Alternative Tests of International Asset Substitutability," UCLA Economics Working Papers 463, UCLA Department of Economics. [Downloadable!]
  11. Robert J. Shiller, 1985. "Conventional Valuation and the Term Structure of Interest Rates," NBER Working Papers 1610, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  12. Ben S. Bernanke & Vincent R. Reinhart & Brian P. Sack, 2004. "Monetary policy alternatives at the zero bound: an empirical assessment," Finance and Economics Discussion Series 2004-48, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  13. James E. Pesando, 1979. "On Forecasting Interest Rates: An Efficient Markets Perspective," NBER Working Papers 0410, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  14. James E. Pesando, 1980. "On Expectations, Term Premiums and the Volatility of Long-Term Interest Rates," NBER Working Papers 0595, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. Kenneth Kuttner, 2006. "Can Central Banks Target Bond Prices?," NBER Working Papers 12454, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  16. Jagdish Handa, 1988. "Substitution Among Currencies: A Preferred Habitat Hypothesis," International Economic Journal, Korean International Economic Association, vol. 2(2), pages 41-61, June. [Downloadable!] (restricted)
  17. Benjamin M. Friedman, 1980. "Effects of Shifting Saving Patterns on Interest Rates and Economic Activity," NBER Working Papers 0587, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-12-12.


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