Forces that shape the yield curve: Parts 1 and 2
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References listed on IDEAS
- Mark Fisher & Christian Gilles, 1998. "Around and Around: The Expectations Hypothesis," Journal of Finance, American Finance Association, vol. 53(1), pages 365-383, February.
- Mark Fisher, 2001. "Forces that shape the yield curve," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 1-15.
- Vasicek, Oldrich, 1977. "An equilibrium characterization of the term structure," Journal of Financial Economics, Elsevier, vol. 5(2), pages 177-188, November.
- Dybvig, Philip H & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1996. "Long Forward and Zero-Coupon Rates Can Never Fall," The Journal of Business, University of Chicago Press, vol. 69(1), pages 1-25, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- David Jamieson Bolder & Scott Gusba, 2002. "Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada," Staff Working Papers 02-29, Bank of Canada.
- Christophe, Faugere, 2003. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," MPRA Paper 15579, University Library of Munich, Germany, revised 04 Jun 2009.
More about this item
KeywordsForecasting ; Monetary policy;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-08-15 (All new papers)
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