EXPECTATIONS MODELS OF THE TERM STRUCTURE AND IMPLIED VARIANCE BOUNDS

被引:56
作者
SINGLETON, KJ
机构
关键词
D O I
10.1086/260933
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:1159 / 1176
页数:18
相关论文
共 21 条
[1]  
ANDERSON TW, 1971, STATISTICAL ANAL TIM
[2]  
FISHMAN GS, 1969, SPECTRAL METHODS ECO
[3]  
GARBER PM, UNPUBLISHED
[4]  
Hannan J., 2013, TECH NOTE, V43153
[5]  
HANSEN LP, 1980, J ECON DYN CONTROL, V2, P7, DOI 10.1016/0165-1889(80)90049-4
[6]   FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS [J].
HANSEN, LP ;
HODRICK, RJ .
JOURNAL OF POLITICAL ECONOMY, 1980, 88 (05) :829-853
[7]  
Hicks J. R., 1946, VALUE CAPITAL
[8]  
LEROY SF, UNPUBLISHED
[9]   THE STRUCTURE OF INTEREST RATES [J].
Lutz, F. A. .
QUARTERLY JOURNAL OF ECONOMICS, 1940, 55 :36-63
[10]  
MEESE R, UNPUBLISHED