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Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David - In: Journal of money, credit and banking : JMCB 25 (1993) 3, pp. 681-700
Persistent link: https://www.econbiz.de/10001331336
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An equilibrium model of nominal bond prices with inflation-output correlation and stochastic volatility
Boudoukh, Jacob - In: Journal of money, credit and banking : JMCB 25 (1993) 3, pp. 636-665
Persistent link: https://www.econbiz.de/10001331337
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Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R. - In: Journal of money, credit and banking : JMCB 28 (1996) 3, pp. 452-476
Persistent link: https://www.econbiz.de/10001334599
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The behavior of interest rates implied by the term structure of Eurodollar futures
Jegadeesh, Narasimhan - In: Journal of money, credit and banking : JMCB 28 (1996) 3, pp. 426-446
Persistent link: https://www.econbiz.de/10001334601
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The term structure and time series properties of nominal interest rates : implications from theory
Salyer, Kevin Duff - In: Journal of money, credit and banking : JMCB 22 (1990) 4, pp. 478-490
Persistent link: https://www.econbiz.de/10001099108
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A nonlinear expectations model of the term structure of interest rates with time-varying risk premia
Lee, Bong-soo - In: Journal of money, credit and banking : JMCB 21 (1989) 3, pp. 348-367
Persistent link: https://www.econbiz.de/10001074068
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International interest rate linkages in the term structure
Johnson, David R. - In: Journal of money, credit and banking : JMCB 25 (1993) 4, pp. 755-770
Persistent link: https://www.econbiz.de/10001156545
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US Treasury bill forward and futures prices
Fried, Joel - In: Journal of money, credit and banking : JMCB 26 (1994) 1, pp. 55-71
Persistent link: https://www.econbiz.de/10001162951
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Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F. - In: Journal of money, credit and banking : JMCB 25 (1993) 3, pp. 336-349
Persistent link: https://www.econbiz.de/10001150279
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Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure
Tzavalis, Elias - In: Journal of money, credit and banking : JMCB 29 (1997) 3, pp. 364-380
Persistent link: https://www.econbiz.de/10001226631