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Chapter 13 The term structure of interest rates · Study

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ChapterChapter 13 The term structure of interest rates

Robert J. Shiller1990

Chapter1990

Chapter 13 The term structure of interest rates

Robert J. Shiller · J. Huston McCulloch

123 citations·0/0 files stored·Handbook of monetary economics

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

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Citations in this library

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References

1936The General Theory of Employment, Interest and Money.1936The General Theory of Employment, Interest and Money.1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence 1939Value and Capital

Cited by

1995Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options 1999The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates 1994Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market 1997The information content of the term structure: Evidence for Germany 2002Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates 2005DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES 2000Testing the expectations hypothesis in Eurodeposits 2006Monetary Policy and Rejections of the Expectations Hypothesis

Details

Year1990

Typechapter

Published1990-01-01

VenueHandbook of monetary economics

ISSN-L1573-4498

Languageen

Citations123

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/s1573-4498(05)80016-5

openalex_workW2923185486

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