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Time Series Analysis of the Term Structure of Australian Interest Rates*
8 references·2 citing·38 second hop
Time Series Analysis of the Term Structure of Australian Interest Rates* (1975)Time Series Analysis of the Term Structur…RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS (1973)RECENT BEHAVIOUR OF STOCK MAR…A TIME SERIES ANALYSIS OF POST‐ACCORD INTEREST RATES (1972)A TIME SERIES ANALYSIS OF POS…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Spectral Methods in Econometrics (1969)Spectral Methods in Econometr…Spectral Analysis of the Term Structure of Interest Rates (1968)Spectral Analysis of the Term…Interest Rates, the Meiselman Model and Random Numbers (1967)Interest Rates, the Meiselman…A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates (1967)A Critique of Some Recent Emp…Estimation of the term structure of interest rates: an international perspective (1998)Estimation of the term struct…Inflation and Stock Market Returns:Some Australian Evidence* (1981)Inflation and Stock Market Re…An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)The theory and practice of econometrics (1986)The Term Structure of Interest Rates: Some Additional Evidence (1969)The Cyclical Behavior of the Term Structure of Interest Rates (1970)A Treatise on Money (1971)CORRECTING THE YIELD CURVE: A RE‐INTERPRETATION OF THE DURATION PROBLEM (1974)AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES* (1976)From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)The General Theory of Employment, Interest and Money. (1936)The monetary dynamics of hyperinflation (1956)Prediction and Regulation. (1965)The Fundamental Determinants of the Interest Rates (1970)A Spectral Approach to Estimating the Distributed Lag Relationship between Long and Short Term Interest Rates (1972)The Term Structure of Interest Rates: Evidence and Theory (1986)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Debt, Credit and Monetary Targeting in Australia* (1985)The cost of capital, corporation finance and the theory of investment (2008)Determinants of cross-sectional stock return variations in emerging markets (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Risk measurement when shares are subject to infrequent trading (1979)The weak-form efficiency of the Taiwan share market (1996)International stock market efficiency and integration (2015)Dividend Policy: Informational Content or Partial Adjustment? (1975)Testing for a Flat Spectrum on Efficient Market Price Data (1979)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)Domestic and International Integration of the London Money Market, 1731–1789 (1976)A Linear Programming Model for Commercial Bank Liquidity Management (1979)Is There a January Effect in Corporate Bond and Paper Returns? (1990)The Relationship Between Equity Indices on World Exchanges (1979)Capital mobility in the world economy: Theory and measurement (1986)Detrending, stylized facts and the business cycle (1993)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1969Spectral Methods in Econometrics135 cited
  • 1973RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS48 cited
  • 1968Spectral Analysis of the Term Structure of Interest Rates38 cited
  • 1967A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates27 cited
  • 1972A TIME SERIES ANALYSIS OF POST‐ACCORD INTEREST RATES23 cited
  • 1967Interest Rates, the Meiselman Model and Random Numbers23 cited

Cited by

  • 1981Inflation and Stock Market Returns:Some Australian Evidence*24 cited
  • 1998Estimation of the term structure of interest rates: an international perspective19 cited

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