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ArticleRational expectations and the expectations model of the term structure

David S. J. Jones1983

Article1983

Rational expectations and the expectations model of the term structure

David S. J. Jones · V. Vance Roley

86 citations·0/0 files stored·Journal of Monetary 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

1939Value and Capital 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1977Foundations of Finance.1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure 1981The Use of Volatility Measures in Assessing Market Efficiency*1973Inflation, Rational Expectations and the Term Structure of Interest Rates 1967Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience 1976Forward rates as predictors of future spot rates

Cited by

1989Expectations and Risk in the Treasury Bill Market: An Instrumental Variables Approach 2012INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH 2007Macroeconomic Sources of Risk in the Term Structure 2003Testes da Hipótese de Expectativas na Estrutura a Termo das Taxas de Juros Brasileiras 2010Revisiting the expectations hypothesis of the term structure of interest rates 1989

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Year1983

Typearticle

Published1983-09-01

VenueJournal of Monetary Economics

ISSN-L0304-3932

Languageen

Citations86

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-3932(83)90064-8

openalex_workW1576222651

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The Information Content of the Term Structure of Interest Rates

1991The term structure of UK interest rates: tests of the expectations hypothesis

1988The Expectations Theory of the Term Structure of Interest Rates in Australia*