INFLATION, RATIONAL EXPECTATIONS AND TERM STRUCTURE OF INTEREST RATES

被引：135

作者：

MODIGLIANI, F

SHILLER, RJ

机构：

[1] MIT, CAMBRIDGE, MA 02139 USA

[2] UNIV MINNESOTA, MINNEAPOLIS, MN 55455 USA

来源：

关键词：

D O I：

10.2307/2552679

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：12 / 43

页数：32

共 20 条

MODIGLIANI, F ;

SUTCH, R .

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[14]

NELSON CR, 1972, TERM STRUCTURE INTER

[15]

SARGENT TJ, 1972, J MONEY CREDIT BANKI, V4

[16]

SHILLER RJ, TO BE PUBLISHED

[17]

SHILLER RJ, 1972, THESIS MASSACHUSETTS

[18]

SUTCH RC, 1968, THESIS MASSACHUSETTS

[19] INTEREST-RATE RISK AND THE TERM STRUCTURE OF INTEREST-RATES [J].

VANHORNE, J .

[20]

WOLD H, 1963, 1962 P S TIM SER AN