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ArticleThe information in forward rates

Robert F. Stambaugh1988

Article1988

The information in forward rates

Robert F. Stambaugh

264 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Stochastic processes and financial applications

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References

1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 1987Expected stock returns and volatility 1988Permanent and Temporary Components of Stock Prices 1977Asset returns and inflation 1985Stock Returns and the Term Structure 1986Predicting returns in the stock and bond markets 1988Intertemporal Substitution in Consumption

Cited by

1989Changes in Expected Security Returns, Risk, and the Level of Interest Rates 1989A nonlinear general equilibrium model of the term structure of interest rates 1989Risk premiums in the term structure 2005Evaluating latent and observed factors in macroeconomics and finance 2011The term structures of equity and interest rates 2017Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 2011

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Year1988

Typearticle

Published1988-05-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations264

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(88)90031-1

openalex_workW1543082246

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Predictability of Returns and Cash Flows

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