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Bond Price Volatility and Term to Maturity: A Generalized Respecification

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  • Hopewell, Michael H
  • Kaufman, George G

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  • Hopewell, Michael H & Kaufman, George G, 1973. "Bond Price Volatility and Term to Maturity: A Generalized Respecification," American Economic Review, American Economic Association, vol. 63(4), pages 749-753, September.
  • Handle: RePEc:aea:aecrev:v:63:y:1973:i:4:p:749-53
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    References listed on IDEAS

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    1. Diewert, W E, 1971. "An Application of the Shephard Duality Theorem: A Generalized Leontief Production Function," Journal of Political Economy, University of Chicago Press, vol. 79(3), pages 481-507, May-June.
    2. Theodore P. Lianos, 1971. "The Relative Share of Labor in United States Agriculture, 1949–1968," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 53(3), pages 411-422.
    3. Robert M. Solow, 1967. "Some Recent Developments in the Theory of Production," NBER Chapters,in: The Theory and Empirical Analysis of Production, pages 25-53 National Bureau of Economic Research, Inc.
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    Citations

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    Cited by:

    1. Benjamin M. Friedman, 1981. "The Roles of Money and Credit in Macroeconomic Analysis," NBER Working Papers 0831, National Bureau of Economic Research, Inc.
    2. Stéphane Auray & Aurélien Eyquem, 2017. "On the Role of Debt Maturity in a Model with Sovereign Risk and Financial Frictions On the Role of Debt Maturity in a Model with Sovereign Risk and Financial Frictions," Working Papers halshs-01467214, HAL.
    3. K. Chau & S. Wong & C. Yiu, 2005. "Adjusting for Non-Linear Age Effects in the Repeat Sales Index," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 137-153, September.
    4. Shiller, Robert J. & Huston McCulloch, J., 1990. "The term structure of interest rates," Handbook of Monetary Economics,in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722 Elsevier.
    5. 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.
    6. G. J. Santoni, 1984. "Interest rate risk and the stock prices of financial institutions," Review, Federal Reserve Bank of St. Louis, issue Aug, pages 12-20.
    7. Francisco Sotos, 2003. "Interest risk and default risk: A conditional volatility study," International Advances in Economic Research, Springer;International Atlantic Economic Society, pages 56-63.
    8. Desmet, Klaus, 2000. "Accounting for the Mexican banking crisis," Emerging Markets Review, Elsevier, vol. 1(2), pages 165-181, September.
    9. Olivier de La Grandville, 2001. "Immunization of Bond Portfolios: Some New Results," Economics Discussion / Working Papers 01-26, The University of Western Australia, Department of Economics.
    10. repec:kap:iaecre:v:9:y:2003:i:1:p:56-63 is not listed on IDEAS
    11. Shiller, Robert J. & Huston McCulloch, J., 1990. "The term structure of interest rates," Handbook of Monetary Economics,in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722 Elsevier.
    12. Alden L. Toevs, 1983. "Gap management: managing interest rate risk in banks and thrifts," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 20-35.
    13. Lee, Hei Wai & Xie, Yan Alice & Yau, Jot, 2011. "The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 441-451, June.

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