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The expectations hypothesis of the term structure : more evidence
MacFadyen, James - In: Journal of economics & business 43 (1991) 1, pp. 79-85
Persistent link: https://www.econbiz.de/10001102248
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Survey evidence on the term structure of interest rates
Dua, Pami - In: Journal of economics & business 43 (1991) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10001105854
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Use of (time-domain) vector autoregressions to test uncovered interest parity
Itō, Takatoshi - In: The review of economics and statistics 70 (1988) 2, pp. 296-305
Persistent link: https://www.econbiz.de/10001049217
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The central tendency : a second factor in bond yields
Balduzzi, Pierluigi - In: The review of economics and statistics 80 (1998) 1, pp. 62-72
Persistent link: https://www.econbiz.de/10001235783
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Indicator properties of the paper-bill spread : lessons from recent experience
Friedman, Benjamin M. - In: The review of economics and statistics 80 (1998) 1, pp. 34-44
Persistent link: https://www.econbiz.de/10001235788
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Monetary policy and bank portfolios
McMillin, W. Douglas - In: Journal of economics & business 48 (1996) 4, pp. 315-335
Persistent link: https://www.econbiz.de/10001209181
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Increasing liquidity and the declining informational content of the paper-bill spread
Ferderer, J. Peter - In: Journal of economics & business 50 (1998) 4, pp. 361-377
Persistent link: https://www.econbiz.de/10001248853
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Liquidity of the Treasury bill market and the term structure of interest rates
Shen, Pu - In: Journal of economics & business 50 (1998) 5, pp. 401-417
Persistent link: https://www.econbiz.de/10001252975
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A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric - In: The review of economics and statistics 80 (1998) 4, pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
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A generalized method of moments comparison of the Cox-Ingersoll-Ross and Heath-Jarrow-Morton models
Raj, Mahendra - In: Journal of economics & business 49 (1997) 2, pp. 169-192
Persistent link: https://www.econbiz.de/10001218317