THE MONOTONICITY OF THE TERM PREMIUM - A CLOSER LOOK

[1] TERM PREMIUMS IN BOND RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 529 - 546

[2] THE INFORMATION IN THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 509 - 528

[3] Significance levels for the ratio of the mean square successive difference to the variance [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 445 - 447

[4] KESSEL R, 1965, 91 NAT BUR EC RES OC

[5] KMENTA, 1971, ELEMENTS ECONOMETRIC

[6] ESTIMATE OF LIQUIDITY PREMIUM [J]. JOURNAL OF POLITICAL ECONOMY, 1975, 83 (01) : 95 - 119

[7] MCCULLOCH JH, J BANKING FINANCE, V9, P137

[8] MCCULLOCH JH, 1973, THESIS U CHICAGO CHI

[9] ROLL R, 1970, BEHAVIOR INTEREST RA

[1] TERM PREMIUMS IN BOND RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 529 - 546

[2] THE INFORMATION IN THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 509 - 528

[3] Significance levels for the ratio of the mean square successive difference to the variance [J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 445 - 447

[4] KESSEL R, 1965, 91 NAT BUR EC RES OC

[5] KMENTA, 1971, ELEMENTS ECONOMETRIC

[6] ESTIMATE OF LIQUIDITY PREMIUM [J]. JOURNAL OF POLITICAL ECONOMY, 1975, 83 (01) : 95 - 119

[7] MCCULLOCH JH, J BANKING FINANCE, V9, P137

[8] MCCULLOCH JH, 1973, THESIS U CHICAGO CHI

[9] ROLL R, 1970, BEHAVIOR INTEREST RA