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Interest Rate Expectations and the Slope of the Money Market Yield Curve
9 references·5 citing·49 second hop
Interest Rate Expectations and the Slope of the Money Market Yield Curve (1990)Interest Rate Expectations and the Slope …Term Structure of Interest Rates (2008)Term Structure of Interest Ra…Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes (1990)Expectations and the Treasury…Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz (1989)Does Monetary Policy Matter? …The information in the term structure: Some further results (1988)The information in the term s…Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…The puzzling price behavior of treasury bills that mature at the turn of calendar months (1986)The puzzling price behavior o…The Changing Behavior of the Term Structure of Interest Rates (1986)The Changing Behavior of the …Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements (1985)Monetary Policy Regimes, Expe…Do forecast errors or term premia really make the difference between long and short rates? (1982)Do forecast errors or term pr…Financial market reactions to announcements of monetary policy decisions (2013)Financial market reactions to…Interest rate pass‐through in Kenya (2011)Interest rate pass‐through in…The expectations theory works for monetary policy shocks (2007)The expectations theory works…Term structure of interest rates and the expectation hypothesis: The euro area (2006)Term structure of interest ra…The term structure of Japanese interest rates: (2003)The term structure of Japanes…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework (2006)The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies (2010)Survey evidence on the ‘rationality’ of interest rate expectations (1980)Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Do Long-Term Interest Rates Overreact to Short-Term Interest Rates? (1984)The term structure of interest rates in real and monetary economies (1995)Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile (1999)Nonlinear mean reversion in the term structure of interest rates (2003)Capital market seasonality: The case of stock returns (1976)Size-related anomalies and stock return seasonality (1983)The anomalous stock market behavior of small firms in January (1983)Seasonality and size effects: The case of real-estate-related investment (1990)Segmentation in the Treasury Bill Market: Evidence from Cash Management Bills (1991)On a Preferred Habitat for Liquidity at the Turn-of-the-Year: Evidence from the Term-Repo Market (1997)Forward rates as predictors of future spot rates (1976)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)Expectations Models of the Term Structure and Implied Variance Bounds (1980)On the term structure of interest rates (1990)Time Varying Term Premia and Traditional Hypotheses about the Term Structure (1990)On the Expectations View of the Term Structure, Term Premia and Survey- Based Expectations (1994)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Trends and random walks in macroeconomic time series (1988)The identification of monetary policy disturbances explaining the liquidity puzzle (1995)Economic Crises: Evidence and Insights from East Asia (1998)International Channels of Transmission of Monetary Policy and the Mundellian Trilemma (2016)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The information in the term structure (1984)The impact of economic and financial factors on UK property performance (1999)Predictable changes in yields and forward rates (2001)Design and Estimation of Quadratic Term Structure Models (2003)THE TAX‐ADJUSTED YIELD CURVE (1975)One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)What do We Know About Investment Under Uncertainty? (2000)Asset Pricing Implications of Equilibrium Business Cycle Models (2020)Explaining the Rate Spread on Corporate Bonds (2001)Forecasting the Term Structure of Government Bond Yields (2003)The U.S. Treasury yield curve: 1961 to the present (2007)Interest rates and the conduct of monetary policy (1991)Asset Pricing at the Millennium (2000)Time-varying short-horizon predictability☆ (2010)Weekly money supply announcements and the volatility of short-term interest rates (1982)Money Supply Announcements and the Ex Ante Volatility of Asset Prices (1988)Why Interest Rates Rise When an Unexpectedly Large Money Stock is Announced (2016)
this work references cited by second hop

References

  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 1989Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz526 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1986The Changing Behavior of the Term Structure of Interest Rates472 cited
  • 1988The information in the term structure: Some further results131 cited
  • 1986The puzzling price behavior of treasury bills that mature at the turn of calendar months68 cited
  • 1990Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes66 cited
  • 1982Do forecast errors or term premia really make the difference between long and short rates?62 cited
  • 1985Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements61 cited

Cited by

  • 2003The term structure of Japanese interest rates:30 cited
  • 2011Interest rate pass‐through in Kenya26 cited
  • 2006Term structure of interest rates and the expectation hypothesis: The euro area23 cited
  • 2007The expectations theory works for monetary policy shocks15 cited
  • 2013Financial market reactions to announcements of monetary policy decisions13 cited

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