Advanced Search
MyIDEAS: Login to save this paper or follow this series

Determinants of long-term bond risk

Contents:

Author Info

  • William Jackson
Registered author(s):

    Abstract

    Investor risk aversion in the long-term bond markets strongly influences the ability of many businesses to finance capital expenditures.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. 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.
    File URL: http://www.richmondfed.org/publications/research/working_papers/1976/wp_76-3.cfm
    Download Restriction: no

    File URL: http://www.richmondfed.org/publications/research/working_papers/1976/pdf/wp76-3.pdf
    Download Restriction: no

    Bibliographic Info

    Paper provided by Federal Reserve Bank of Richmond in its series Working Paper with number 76-03.

    as in new window
    Length:
    Date of creation: 1976
    Date of revision:
    Handle: RePEc:fip:fedrwp:76-03

    Contact details of provider:
    Web page: http://www.richmondfed.org/
    More information through EDIRC

    Order Information:
    Email:
    Web: http://www.richmondfed.org/publications/

    Related research

    Keywords: Bonds ; Corporations - Finance ; Investments;

    References

    References listed on IDEAS
    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.:
    as in new window
    1. Joseph Bisignano, 1975. "The effect of inflation on savings behavior," Economic Review, Federal Reserve Bank of San Francisco, issue Dec, pages 21-26.
    2. Cebula, Richard J, 1973. "Deficit Spending, Expectations, and Fiscal Policy Effectiveness," Public Finance = Finances publiques, , vol. 28(3-4), pages 362-70.
    3. Roger W. Spencer & William P. Yohe, 1970. "The "crowding out" of private expenditures by fiscal policy actions," Review, Federal Reserve Bank of St. Louis, issue Oct, pages 12-24.
    4. Alfred Broaddus, 1975. "Aggregating the monetary aggregates : concepts and issues," Economic Review, Federal Reserve Bank of Richmond, issue Nov.
    5. Jaffee, Dwight M., 1975. "Cyclical variations in the risk structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 1(3), pages 309-325, July.
    6. Michael C. Jensen, 1972. "Capital Markets: Theory and Evidence," Bell Journal of Economics, The RAND Corporation, vol. 3(2), pages 357-398, Autumn.
    7. Lawrence Fisher, 1959. "Determinants of Risk Premiums on Corporate Bonds," Journal of Political Economy, University of Chicago Press, vol. 67, pages 217.
    8. Keith M. Carlson & Roger W. Spencer, 1975. "Crowding out and its critics," Review, Federal Reserve Bank of St. Louis, issue Dec, pages 2-17.
    9. Hess, Alan C, 1975. "The Riskless Rate of Interest and the Market Price of Risk," The Quarterly Journal of Economics, MIT Press, vol. 89(3), pages 444-55, August.
    10. Lintner, John, 1975. "Inflation and Security Returns," Journal of Finance, American Finance Association, vol. 30(2), pages 259-80, May.
    11. William D. Jackson, 1976. "Federal deficits, inflation, and monetary growth : can they predict interest rates?," Economic Review, Federal Reserve Bank of Richmond, issue Sep, pages 13-25.
    12. Feige, Edgar L & Pearce, Douglas K, 1976. "Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?," Journal of Political Economy, University of Chicago Press, vol. 84(3), pages 499-522, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:fip:fedrwp:76-03. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (William Perkins).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.