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The Real Thing: A Dynamic Profile of The Term Structure of Real Interest Rates and Inflation Expectations in The United Kingdom, 1982-89
7 references·6 citing·45 second hop
The Real Thing: A Dynamic Profile of The Term Structure of Real Interest Rates and Inflation Expectations in The United Kingdom, 1982-89 (1990)The Real Thing: A Dynamic Profile of The …Term Structure of Interest Rates (2008)Term Structure of Interest Ra…Information Aggregation, Inflation, and the Pricing of Indexed Bonds (1985)Information Aggregation, Infl…Formation of Inflation Expectations in British Manufacturing Industries (1985)Formation of Inflation Expect…The Handbook of Fixed Income Securities (1983)The Handbook of Fixed Income …A Rational Expectations Approach to Macroeconometrics (1983)A Rational Expectations Appro…Measuring a Tax-Specific Term Structure of Interest Rates in the Market for British Government Securities (1981)Measuring a Tax-Specific Term…Value and Capital (1939)Value and CapitalESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW (2018)ESTIMATING INFLATION RISK PRE…The Derivation of a New Model of Equity Duration (2001)The Derivation of a New Model…ON THE INFLATION RISK PREMIUM (1995)ON THE INFLATION RISK PREMIUMMonetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators (1994)Monetary Policy with Flexible…Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment (1993)Term, Inflation, and Foreign …Evidence of the Fisher Effect From U.K. Indexed Bonds (1992)Evidence of the Fisher Effect…Parsimonious Modeling of Yield Curves (1987)The Information in Long-Maturity Forward Rates (1987)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Monetary Policy and Rejections of the Expectations Hypothesis (2006)The role of no-arbitrage on forecasting: Lessons from a parametric term structure model (2008)Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models (2023)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Prospect theory: An analysis of decision under risk (1988)Co-volatility and correlation clustering : a multivariate correlated ARCH framework (2001)Performance measurement with loss aversion (2006)Some International Evidence on Output-Inflation Tradeoffs. (1973)Time Series Analysis: Forecasting and Control (1977)On the Impossibility of Informationally Efficient Markets (1980)Relative Price Variability, Real Shocks, and the Stock Market (1990)Financial contracting under extreme uncertainty: an analysis of Brazilian corporate debentures (1999)tay's as good as cay (2004)Money and Economic Growth (1965)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Fisher Hypothesis in Japan: Analysis of Long‐term Interest Rates under Different Monetary Policy Regimes (2009)Short- Term Interest Rates as Predictors of Inflation (2021)The Theory of Linear Economic Models (1962)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)THE TAX‐ADJUSTED YIELD CURVE (1975)The Term Structure of Interest Rates (1987)Chapter 13 The term structure of interest rates (1990)ESTIMATING THE GILT‐EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS (1991)Rational Expectations and the Theory of Price Movements (1961)What do Economists Know? An Empirical Study of Experts' Expectations (1981)Econometric tests of rationality and market efficiency (1989)Alternative procedures for converting qualitative response data to quantitative expectations: An application to Australian manufacturing (1995)The Quantification of Qualitative Survey Data: A Critical Assessment (2003)One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)What do We Know About Investment Under Uncertainty? (2000)Asset Pricing Implications of Equilibrium Business Cycle Models (2020)Liquidity, default, taxes, and yields on municipal bonds (2007)The on-the-run liquidity phenomenon (2009)Do Country-level Investor Protections Affect Security-level Contract Design? Evidence from Foreign Bond Covenants (2011)Self-fulfilling prophecies (1981)The contingent valuation method: a review (2003)Rare Disasters, Asset Prices, and Welfare Costs (2009)Returns to contrarian investment strategies: Tests of naive expectations hypotheses (1997)Earnings-based and accrual-based market anomalies: one effect or two? (2000)Investor Sophistication and the Mispricing of Accruals (2003)
this work references cited by second hop

References

  • 1939Value and Capital2,893 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1983A Rational Expectations Approach to Macroeconometrics399 cited
  • 1983The Handbook of Fixed Income Securities193 cited
  • 1981Measuring a Tax-Specific Term Structure of Interest Rates in the Market for British Government Securities147 cited
  • 1985Formation of Inflation Expectations in British Manufacturing Industries103 cited
  • 1985Information Aggregation, Inflation, and the Pricing of Indexed Bonds67 cited

Cited by

  • 1994Monetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators42 cited
  • 1992Evidence of the Fisher Effect From U.K. Indexed Bonds32 cited
  • 2001The Derivation of a New Model of Equity Duration24 cited
  • 1993Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment20 cited
  • 2018ESTIMATING INFLATION RISK PREMIA USING INFLATION‐LINKED BONDS: A REVIEW18 cited
  • 1995ON THE INFLATION RISK PREMIUM16 cited

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