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The information content of the yield curve

In: Market functioning and central bank policy

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  • Hans-Jürg Büttler

    (Swiss National Bank; Department of Economics, University of Zurich)

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    File URL: http://www.bis.org/publ/bppdf/bispap12n.pdf
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    This chapter was published in:

  • Bank for International Settlements, 2002. "Market functioning and central bank policy," BIS Papers, Bank for International Settlements, number 12, May.
    This item is provided by Bank for International Settlements in its series BIS Papers chapters with number 12-14.

    Handle: RePEc:bis:bisbpc:12-14

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    1. Eli M. Remolona & Michael R. Wickens & Frank F. Gong, 1998. "What was the market's view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds," Staff Reports 57, Federal Reserve Bank of New York.
    2. Shea, Gary S., 1984. "Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(03), pages 253-269, September.
    3. Robert J. Shiller & J. Huston McCulloch, 1987. "The Term Structure of Interest Rates," NBER Working Papers 2341, National Bureau of Economic Research, Inc.
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