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The Expectations Hypothesis and the Efficiency of the Treasury Bill Market
0 references·16 citing·49 second hop
The Expectations Hypothesis and the Efficiency of the Treasury Bill Market (1975)The Expectations Hypothesis and the Effic…Anticipated Inflation and Unanticipated Price Change: A Test of the Price-Specie Flow Theory and the Phillips Curve (2018)Anticipated Inflation and Una…Predictions of Short-Term Rates and the Expectations Hypothesis (2011)Predictions of Short-Term Rat…Predictions of Short-Term Rates and the Expectations Hypothesis (2010)Predictions of Short-Term Rat…Term structure of interest rates and the expectation hypothesis: The euro area (2006)Term structure of interest ra…The semi-strong form efficiency of the London Metal Exchange (1983)The semi-strong form efficien…Rational expectations and the expectations model of the term structure (1983)Rational expectations and the…THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONS (1980)THE EFFICIENCY OF THE TREASUR…Treasury Bill Pricing in the Spot and Futures Markets (1979)Treasury Bill Pricing in the …Rational Expectations and Economic Thought (1979)Rational Expectations and Eco…Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive (1979)Investors' Portfolio Behavior…Interest Rate Expectations Versus Forward Rates: Evidence From an Expectations Survey (1979)Interest Rate Expectations Ve…Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates? 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(1977)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Expectations and Risk in the Treasury Bill Market: An Instrumental Variables Approach (1989)Macroeconomic Sources of Risk in the Term Structure (2007)INFORMATION IN THE YIELD CURVE: A MACRO‐FINANCE APPROACH (2012)Theory of the Inverse Carrying Charge in Futures Markets (1948)Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)The Efficiency of the Treasury Bill Futures Market (1979)Rational Expectations and the Theory of Price Movements (1961)Expectations and the neutrality of money (1972)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Chapter 20 Equilibrium under uncertainty (1982)Some robust exact results on sample autocorrelations and tests of randomness (1985)VARIETY OF METHODOLOGICAL APPROACH IN ECONOMICS (2007)A Theory of the Consumption Function (1960)Econometric policy evaluation: A critique (1976)The economics of inflation and output fluctuations in the NETHERLANDS, 1954–1975 A test of some implications of the dominant impulse-cum-rational expectations hypothesis (1978)MONEY, OUTPUT AND INFLATION IN AFRICAN ECONOMIES1 (2008)A Monetary History of the United States, 1867-1960 (2017)The Term Structure of Interest Rates (1957)Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY (1988)Rationality testing under asymmetric loss (1998)INNOVATIONS IN INTEREST RATE POLICY (2016)The General Theory of Employment, Interest and Money. (1936)PORTFOLIO SELECTION* (1952)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Money and Economic Growth (1965)The Determinants of the Treasury Security Yield Curve (1981)A cointegration analysis of Danish zero-coupon bond yields (1994)The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure (1995)The Adjustment of Stock Prices to New Information (2003)The pricing of commodity contracts (1976)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Market Incompleteness and Divergences Between Forward and Futures Interest Rates (1980)Differences between futures and forward prices: A further investigation of the marking‐to‐market effects (1985)Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets (1988)Short- Term Interest Rates as Predictors of Inflation (2021)The Xistence of X-Efficiency (1976)Information, futures prices, and stabilizing speculation (1978)The Price‐Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis (1981)Futures Market Efficiency in the Soybean Complex (1983)A selected review of agricultural commodity futures and options markets (2004)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)METALS PRICES, EFFICIENCY AND COINTEGRATION: SOME EVIDENCE FROM THE LONDON METAL EXCHANGE (1988)The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market (1993)Econometric modelling of non‐ferrous metal prices (2004)American Economic Review (2019)
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  • 1979Rational Expectations and Economic Thought161 cited
  • 1979A Semi‐Strong Form Evaluation of the Efficiency of the Hog Futures Market89 cited
  • 1983Rational expectations and the expectations model of the term structure86 cited
  • 1979Treasury Bill Pricing in the Spot and Futures Markets70 cited
  • 1978On the Efficiency of the Bond Market: Some Canadian Evidence63 cited
  • 1979Interest Rate Expectations Versus Forward Rates: Evidence From an Expectations Survey60 cited
  • 1983The semi-strong form efficiency of the London Metal Exchange42 cited
  • 1979Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive29 cited
  • 1980THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONS28 cited
  • 2018Anticipated Inflation and Unanticipated Price Change: A Test of the Price-Specie Flow Theory and the Phillips Curve24 cited
  • 2006Term structure of interest rates and the expectation hypothesis: The euro area23 cited
  • 1977Measuring the Expected Real Rate of Interest: An Exploration of Macroeconomic Alternatives23 cited
  • 1979Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates?19 cited

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1979
Do Money Supply Announcements Affect Short-Term Interest Rates?: Note
16 cited
  • 2010Predictions of Short-Term Rates and the Expectations Hypothesis15 cited
  • 2011Predictions of Short-Term Rates and the Expectations Hypothesis14 cited