Determinants of long-term bond risk
Investor risk aversion in the long-term bond markets strongly influences the ability of many businesses to finance capital expenditures.
|Date of creation:||1976|
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References listed on IDEAS
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- Alan C. Hess, 1975. "The Riskless Rate of Interest and the Market Price of Risk," The Quarterly Journal of Economics, Oxford University Press, vol. 89(3), pages 444-455.
- Lawrence Fisher, 1959. "Determinants of Risk Premiums on Corporate Bonds," Journal of Political Economy, University of Chicago Press, vol. 67, pages 217-217.
- Jaffee, Dwight M., 1975. "Cyclical variations in the risk structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 1(3), pages 309-325, July.
- Michael C. Jensen, 1972. "Capital Markets: Theory and Evidence," Bell Journal of Economics, The RAND Corporation, vol. 3(2), pages 357-398, Autumn.
- Keith M. Carlson & Roger W. Spencer, 1975. "Crowding out and its critics," Review, Federal Reserve Bank of St. Louis, issue Dec, pages 2-17.
- Cebula, Richard J, 1973.
"Deficit Spending, Expectations, and Fiscal Policy Effectiveness,"
Public Finance = Finances publiques,
, vol. 28(3-4), pages 362-370.
- Cebula, Richard, 1972. "Deficit Spending, Expectations, and Fiscal Policy Effectiveness," MPRA Paper 52328, University Library of Munich, Germany.
- Roger W. Spencer & William P. Yohe, 1970. "The "crowding out" of private expenditures by fiscal policy actions," Review, Federal Reserve Bank of St. Louis, issue Oct, pages 12-24.
- William D. Jackson, 1976. "Federal deficits, inflation, and monetary growth : can they predict interest rates?," Economic Review, Federal Reserve Bank of Richmond, issue Sep, pages 13-25.
- Feige, Edgar L & Pearce, Douglas K, 1976. "Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?," Journal of Political Economy, University of Chicago Press, vol. 84(3), pages 499-522, June.
- Alfred Broaddus, 1975. "Aggregating the monetary aggregates : concepts and issues," Economic Review, Federal Reserve Bank of Richmond, issue Nov.
- Lintner, John, 1975. "Inflation and Security Returns," Journal of Finance, American Finance Association, vol. 30(2), pages 259-280, May.
- Joseph Bisignano, 1975. "The effect of inflation on savings behavior," Economic Review, Federal Reserve Bank of San Francisco, issue Dec, pages 21-26. Full references (including those not matched with items on IDEAS)
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