The Expected Holding Period Return, Uncertainty and the Term Structure of Interest Rates
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- Pesando, James E., 1983.
"On expectations, term premiums and the volatility of long-term interest rates,"
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Elsevier, vol. 12(3), pages 467-474, September.
- James E. Pesando, 1980. "On Expectations, Term Premiums and the Volatility of Long-Term Interest Rates," NBER Working Papers 0595, National Bureau of Economic Research, Inc.
- Melino, Angelo, 1988.
" The Term Structure of Interest Rates: Evidence and Theory,"
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Wiley Blackwell, vol. 2(4), pages 335-366.
- Angelo Melino, 1986. "The Term Structure of Interest Rates: Evidence and Theory," NBER Working Papers 1828, National Bureau of Economic Research, Inc.
- 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.
- Pesando, James E., 1981.
"On forecasting interest rates : An efficient markets perspective,"
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- James E. Pesando, 1979. "On Forecasting Interest Rates: An Efficient Markets Perspective," NBER Working Papers 0410, National Bureau of Economic Research, Inc.
- Ali Jahankhani & George E. Pinches, 1982. "Duration And The Nonstationarity Of Systematic Risk For Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 151-160, June.
- Domian, Dale L. & Reichenstein, William, 1998. "Term Spreads and Predictions of Bond and Stock Excess Returns," Financial Services Review, Elsevier, vol. 7(1), pages 25-44.
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