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The Term Structure Of Interest Rates And The Maturity Composition Of The Federal Debt

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  • Neil Wallace

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  • Neil Wallace, 1967. "The Term Structure Of Interest Rates And The Maturity Composition Of The Federal Debt," Journal of Finance, American Finance Association, vol. 22(2), pages 301-312, May.
  • Handle: RePEc:bla:jfinan:v:22:y:1967:i:2:p:301-312
    DOI: j.1540-6261.1967.tb00015.x
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    File URL: http://hdl.handle.net/10.1111/j.1540-6261.1967.tb00015.x
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    Cited by:

    1. Robin Greenwood & Samuel G. Hanson & Dimitri Vayanos, 2016. "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 2, pages 011-062, Central Bank of Chile.
    2. Antonio Diez de los Rios & Maral Shamloo, 2017. "Quantitative Easing and Long-Term Yields in Small Open Economies," IMF Working Papers 17/212, International Monetary Fund.
    3. Stefania D’Amico & William English & David López‐Salido & Edward Nelson, 2012. "The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects," Economic Journal, Royal Economic Society, vol. 122(564), pages 415-446, November.
    4. Gabriele Zinna, 2014. "Price pressures in the UK index-linked market: an empirical investigation," Temi di discussione (Economic working papers) 968, Bank of Italy, Economic Research and International Relations Area.

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