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The information in the term structure: Some further results

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
1984The information in the term structure659 cited
1990What does the term structure tell us about future inflation?428 cited
1986Monetary policy regime shifts and the unusual behavior of real interest rates194 cited
1988The Predictive Power of the Term Structure During Recent Monetary Regimes163 cited

Cited by

1999The impact of economic and financial factors on UK property performance136 cited
2001Predictable changes in yields and forward rates110 cited
2003Design and Estimation of Quadratic Term Structure Models93 cited
1999Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile65 cited
1999The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates63 cited
2009Forecasting Euro-Area Recessions Using Time-Varying Binary Response Models for Financial Markets56 cited
1996Forecasting inflation from the term structure50 cited
1996The Expectation Theory: Tests on French, German, and American Euro-Rates

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48 cited

2001Anticipations of Monetary Policy in Financial Markets43 cited

2000Testing the expectations hypothesis in Eurodeposits39 cited

1998La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles38 cited

1995The information in Swedish short-maturity forward rates35 cited

2009Predictability of Interest Rates and Interest-Rate Portfolios34 cited

2006On Credit-Spread Slopes and Predicting Bank Risk34 cited

1990Interest Rate Expectations and the Slope of the Money Market Yield Curve32 cited

2007THE SLOPE OF THE TERM STRUCTURE OF CREDIT SPREADS: AN EMPIRICAL INVESTIGATION32 cited