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A modern look at asset pricing and short-term interest rates

Evans, Martin D. D.; Wachtel, Paul - 1990

Persistent link: https://www.econbiz.de/10000784200

Were price changes during the Great Depression anticipated? : Evidence from nominal interest rates

Evans, Martin - In: Journal of monetary economics 32 (1993) 1, pp. 3-34

Persistent link: https://www.econbiz.de/10001154802

Interpreting the movements in short-term interest rates

Evans, Martin D. D. - In: The journal of business : B 65 (1992) 3, pp. 395-429

Persistent link: https://www.econbiz.de/10001128898

Inflation regimes and the sources of inflation uncertainty

Evans, Martin D. D. - In: Journal of money, credit and banking : JMCB 25 (1993) 3, pp. 475-511

Persistent link: https://www.econbiz.de/10001331342

A Modern Look At Asset Pricing and Short-Term Interest Rates

Evans, Martin; Wachtel, Paul - National Bureau of Economic Research (NBER) - 1990

This paper uses modern asset pricing theory to examine the behavior of short-term nominal interest rates over the past 25 years. The analysis investigates whether variation in the stochastic behavior of output and inflation can explain movements in the rate of interest. Our results reveal that...

Persistent link: https://www.econbiz.de/10005085277