The Coupon Effect on Yield to Maturity
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References listed on IDEAS
- Telser, Lester G., 1967. "The Supply of Speculative Services in Wheat, Corn, and Soybeans," Food Research Institute Studies, Stanford University, Food Research Institute.
- Rockwell, Charles S., 1967. "Normal Backwardation, Forecasting, and the Return to Commodity Futures Traders," Food Research Institute Studies, Stanford University, Food Research Institute.
- Rubinstein, Mark, 1975. "Securities Market Efficiency in an Arrow-Debreu Economy," American Economic Review, American Economic Association, vol. 65(5), pages 812-824, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yu-chin Chen & Kwok Ping Tsang, 2013.
"What Does the Yield Curve Tell Us about Exchange Rate Predictability?,"
The Review of Economics and Statistics,
MIT Press, vol. 95(1), pages 185-205, March.
- Yu-chin Chen & Kwok Ping Tsang, 2009. "What Does the Yield Curve Tell Us About Exchange Rate Predictability?," Working Papers e07-15, Virginia Polytechnic Institute and State University, Department of Economics.
- Yu-chin Chen & Kwok Ping Tsang, 2010. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," Working Papers 292010, Hong Kong Institute for Monetary Research.
- Yu-chin Chen & Kwok Ping Tsang, 2009. "What Does the Yield Curve Tell Us About Exchange Rate Predictability?," Working Papers UWEC-2009-04, University of Washington, Department of Economics.
- Andre Thibeault & Larry Wynant, 1979. "Investor Reaction to the Political Environment in Quebec," Canadian Public Policy, University of Toronto Press, vol. 5(2), pages 236-247, Spring.
- Michiel De Pooter, 2007. "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers 07-043/4, Tinbergen Institute.
- Bolder, David & Streliski, David, 1999. "Yield Curve Modelling at the Bank of Canada," Technical Reports 84, Bank of Canada.
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