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The information in Swedish short-maturity forward rates
16 references·6 citing·38 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1984The information in the term structure659 cited
  • 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates588 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1989New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates336 cited
  • 1986A Defense of Traditional Hypotheses about the Term Structure of Interest Rates167 cited
  • 1988The information in the term structure: Some further results131 cited
  • 1987The Term Structure of Interest Rates108 cited

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  • 1989New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates90 cited
  • Cited by

    • 1996On alternative interest rate processes56 cited
    • 2006The term structure of commercial paper rates☆35 cited
    • 2005Monetary Policy and the Behaviour of Interest Rates: Are Long Rates Excessively Volatile?28 cited
    • 2006Term structure of interest rates and the expectation hypothesis: The euro area23 cited
    • 2011Time-variation in term premia: International survey-based evidence20 cited
    • 2005Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure16 cited