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The Behavior of Interest Rates

https://doi.org/10.1093/rfs/hhj019
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0165-1889(88)90047-4openalex-snapshot
Rational-expectations econometric analysis of changes in regime
inferredcites →https://doi.org/10.1016/0304-405x(84)90013-8openalex-snapshot
The information in the term structure
inferredcites →https://doi.org/10.1016/0304-405x(88)90031-1openalex-snapshot
The information in forward rates
inferredcites →https://doi.org/10.1016/0304-405x(96)00875-6openalex-snapshot
Modeling the conditional distribution of interest rates as a regime-switching process
inferredcites →https://doi.org/10.1016/s0304-405x(00)00088-xopenalex-snapshot
Predictable changes in yields and forward rates
inferredcites →https://doi.org/10.1016/s0304-405x(02)00067-3openalex-snapshot
Expectation puzzles, time-varying risk premia, and affine models of the term structure
inferredcites →https://doi.org/10.1016/s0304-405x(97)00007-xopenalex-snapshot
On biases in tests of the expectations hypothesis of the term structure of interest rates
inferredcites →https://doi.org/10.1086/260910openalex-snapshot
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
inferredcites →https://doi.org/10.1111/1540-6261.00426openalex-snapshot
Term Premia and Interest Rate Forecasts in Affine Models
inferredcites →https://doi.org/10.1162/003465398557339openalex-snapshot
The Central Tendency: A Second Factor in Bond Yields
inferredcites →https://doi.org/10.1198/073500102317351930openalex-snapshot
Regime Switches in Interest Rates
inferredcites →https://doi.org/10.1257/0002828053828581openalex-snapshot
Bond Risk Premia
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/1924001openalex-snapshot
The Expectations Hypothesis and the Efficiency of the Treasury Bill Market
inferredcites →https://doi.org/10.2307/2298008openalex-snapshot
Yield Spreads and Interest Rate Movements: A Bird's Eye View
inferredcites →https://doi.org/10.2307/2534355openalex-snapshot
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
inferredcites →https://doi.org/10.3386/t0055openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
inferredcites →https://doi.org/10.3386/w6379openalex-snapshot
Predictable Changes in Yields and Forward Rates
inferredcites →https://doi.org/10.3905/jfi.1993.408090openalex-snapshot
Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Modèles d'évaluation des actifs financiers, anomalies et notation extra-financière
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