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Time Series Analysis of Interest Rates: Some Additional Evidence

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  • Brick, John R
  • Thompson, Howard E

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  • Brick, John R & Thompson, Howard E, 1978. "Time Series Analysis of Interest Rates: Some Additional Evidence," Journal of Finance, American Finance Association, vol. 33(1), pages 93-103, March.
    • Handle: RePEc:bla:jfinan:v:33:y:1978:i:1:p:93-103
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    Cited by:

    1. Dwight V. Denison, 2001. "Bond Insurance Utilization and Yield Spreads in the Municipal Bond Market," Public Finance Review, , vol. 29(5), pages 394-411, September.
    2. Gary S. Shea, 1985. "Long memory models of interest rates, the term structure, and variance bounds tests," International Finance Discussion Papers 258, Board of Governors of the Federal Reserve System (U.S.).
    3. Donati, Paola & Donati, Francesco, 2008. "Modelling and Forecasting the Yield Curve under Model uncertainty," Working Paper Series 917, European Central Bank.

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