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The information in Swedish short-maturity forward rates · Study

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ArticleThe information in Swedish short-maturity forward rates

Magnus Dahlquist1995

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Articlegreen1995

The information in Swedish short-maturity forward rates

Magnus Dahlquist

35 citations·0/0 files stored·European Economic Review

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

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES 1988Trends and random walks in macroeconomic time series 1990Asymptotic Properties of Residual Based Tests for Cointegration 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View 1987The Information in Long-Maturity Forward Rates 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

Cited by

1996On alternative interest rate processes 2006The term structure of commercial paper rates☆2005Monetary Policy and the Behaviour of Interest Rates: Are Long Rates Excessively Volatile?2006Term structure of interest rates and the expectation hypothesis: The euro area 2011Time-variation in term premia: International survey-based evidence 2005Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure

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Year1995

Typearticle

Published1995-06-01

VenueEuropean Economic Review

ISSN-L0014-2921

Languageen

Citations35

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0014-2921(94)00023-s

openalex_workW1968450044

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