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Determinants of long-term bond risk

  • William Jackson
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    Investor risk aversion in the long-term bond markets strongly influences the ability of many businesses to finance capital expenditures.

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    File URL: http://www.richmondfed.org/publications/research/working_papers/1976/wp_76-3.cfm
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    File URL: http://www.richmondfed.org/publications/research/working_papers/1976/pdf/wp76-3.pdf
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    Paper provided by Federal Reserve Bank of Richmond in its series Working Paper with number 76-03.

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    Date of creation: 1976
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    Handle: RePEc:fip:fedrwp:76-03
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    1. 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.
    2. Hess, Alan C, 1975. "The Riskless Rate of Interest and the Market Price of Risk," The Quarterly Journal of Economics, MIT Press, vol. 89(3), pages 444-55, August.
    3. Keith M. Carlson & Roger W. Spencer, 1975. "Crowding out and its critics," Review, Federal Reserve Bank of St. Louis, issue Dec, pages 2-17.
    4. Cebula, Richard, 1972. "Deficit Spending, Expectations, and Fiscal Policy Effectiveness," MPRA Paper 52328, University Library of Munich, Germany.
    5. 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.
    6. Lawrence Fisher, 1959. "Determinants of Risk Premiums on Corporate Bonds," Journal of Political Economy, University of Chicago Press, vol. 67, pages 217.
    7. Alfred Broaddus, 1975. "Aggregating the monetary aggregates : concepts and issues," Economic Review, Federal Reserve Bank of Richmond, issue Nov.
    8. Joseph Bisignano, 1975. "The effect of inflation on savings behavior," Economic Review, Federal Reserve Bank of San Francisco, issue Dec, pages 21-26.
    9. Michael C. Jensen, 1972. "Capital Markets: Theory and Evidence," Bell Journal of Economics, The RAND Corporation, vol. 3(2), pages 357-398, Autumn.
    10. Lintner, John, 1975. "Inflation and Security Returns," Journal of Finance, American Finance Association, vol. 30(2), pages 259-80, May.
    11. 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.
    12. 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.
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