Advanced Search
MyIDEAS: Login

Citations for "A Defense of Traditional Hypotheses about the Term Structure of Interest Rates"

by Campbell, John

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Antonios Sangvinatsos & Jessica A. Wachter, 2005. "Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?," Journal of Finance, American Finance Association, American Finance Association, vol. 60(1), pages 179-230, 02.
  2. John Y. Campbell & Robert J. Shiller, 1986. "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors," NBER Working Papers, National Bureau of Economic Research, Inc 2100, National Bureau of Economic Research, Inc.
  3. repec:wyi:journl:002109 is not listed on IDEAS
  4. Sharon Kozicki & Peter A. Tinsley, . "Moving Endpoints in Macrofinance," Computing in Economics and Finance 1996, Society for Computational Economics _058, Society for Computational Economics.
  5. René Garcia & Richard Luger, 2012. "Risk aversion, intertemporal substitution, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 27(6), pages 1013-1036, 09.
  6. John Y. Campbell, 1995. "Some Lessons from the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc 5031, National Bureau of Economic Research, Inc.
  7. René Garcia & Richard Luger, 2007. "The Canadian macroeconomy and the yield curve: an equilibrium-based approach," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 40(2), pages 561-583, May.
  8. Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong, 2010. "Linearity and stationarity of G7 government bond returns," Economics Bulletin, AccessEcon, AccessEcon, vol. 30(4), pages 2642-2655.
  9. Kozicki, Sharon & Tinsley, P. A., 2001. "Shifting endpoints in the term structure of interest rates," Journal of Monetary Economics, Elsevier, Elsevier, vol. 47(3), pages 613-652, June.
  10. Mark Fisher & Christian Gilles, 1996. "Around and around: the expectations hypothesis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 96-17, Board of Governors of the Federal Reserve System (U.S.).
  11. Froot, Kenneth A, 1989. " New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates," Journal of Finance, American Finance Association, American Finance Association, vol. 44(2), pages 283-305, June.
  12. Buraschi, Andrea & Menini, Davide, 2002. "Liquidity risk and specialness," Journal of Financial Economics, Elsevier, Elsevier, vol. 64(2), pages 243-284, May.
  13. James E. Pesando & Andre Plourde, 1986. "The October 1979 Change in the Monetary Regime: Its Impact on the "Forecastability" of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc 1874, National Bureau of Economic Research, Inc.
  14. Bams, Dennis & Wolff, Christian C. P., 2003. "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 13(3), pages 211-236, July.
  15. A. Mansur & M. Masih & Vicky Ryan, 2005. "The term structure of interest rates in Australia: an application of long run structural modelling," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(8), pages 557-573.
  16. Dahlquist, Magnus & Jonsson, Gunnar, 1995. "The information in Swedish short-maturity forward rates," European Economic Review, Elsevier, Elsevier, vol. 39(6), pages 1115-1131, June.
  17. Karim M. Abadir, 2013. "Lies, Damned Lies, and Statistics? Examples From Finance and Economics," Central European Journal of Economic Modelling and Econometrics, CEJEME, CEJEME, vol. 5(4), pages 231-248, December.
  18. Longstaff, Francis A., 2000. "The term structure of very short-term rates: New evidence for the expectations hypothesis," Journal of Financial Economics, Elsevier, Elsevier, vol. 58(3), pages 397-415, December.
  19. Pitschner, Stefan, 2013. "Using Financial Markets To Estimate the Macro Effects of Monetary Policy:," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 267, Sveriges Riksbank (Central Bank of Sweden).
  20. Magdalena Massot Perelló & Juan M. Nave Pineda, 2003. "La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 27(3), pages 533-564, September.
  21. Diether Beuermann & Antonios Antoniou & Alejandro Bernales, 2005. "The Dynamics of the Short-Term Interest Rate in the UK," Finance, EconWPA 0512029, EconWPA.
  22. Franco Parisi, 1998. "Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 161-182.
  23. Kozicki, Sharon & Tinsley, P A, 1998. "Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 11(1-2), pages 21-40, April.
  24. Shiller, Robert & Campbell, John, 1991. "Yield Spreads and Interest Rate Movements: A Bird's Eye View," Scholarly Articles, Harvard University Department of Economics 3221490, Harvard University Department of Economics.
  25. Hugues Pirotte, 1999. "Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates," Working Papers CEB, ULB -- Universite Libre de Bruxelles 99-001.RS, ULB -- Universite Libre de Bruxelles.
  26. Bandi, Federico M., 2002. "Short-term interest rate dynamics: a spatial approach," Journal of Financial Economics, Elsevier, Elsevier, vol. 65(1), pages 73-110, July.
  27. Matiur Rahman & Muhammad Mustafa, 2009. "The Slope of the U.S. Nominal Treasury Yield Curve and the Exchange Rate," New York Economic Review, New York State Economics Association (NYSEA), New York State Economics Association (NYSEA), vol. 40(1), pages 3-12.