COMMODITY OWN RATES, REAL INTEREST-RATES, AND MONEY SUPPLY ANNOUNCEMENTS

被引：15

作者：

CORNELL, B ^{[1
]}

FRENCH, KR ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

来源：

JOURNAL OF MONETARY ECONOMICS | 1986年 / 18卷 / 01期

关键词：

D O I：

10.1016/0304-3932(86)90051-6

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：3 / 20

页数：18

共 15 条

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[2]

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[3] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J].

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INGERSOLL, JE ;

ROSS, SA .

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[4] WHY INTEREST-RATES REACT TO MONEY ANNOUNCEMENTS - AN EXPLANATION FROM THE FOREIGN-EXCHANGE MARKET [J].

ENGEL, C ;

FRANKEL, J .

JOURNAL OF MONETARY ECONOMICS, 1984, 13 (01) :31-39

[5] INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS [J].

FAMA, EF .

JOURNAL OF POLITICAL ECONOMY, 1976, 84 (03) :427-448

[6]

FAMA EF, 1979, AM ECON REV, V69, P639

[7]

FAMA EF, 1985, UNPUB J BUSINESS

[8] DEMAND FOR INDEX BONDS [J].

FISCHER, S .

JOURNAL OF POLITICAL ECONOMY, 1975, 83 (03) :509-534

[9]

FRANKEL J, 1985, UNPUB J MONEY CREDIT

[10] A COMPARISON OF FUTURES AND FORWARD PRICES [J].

FRENCH, KR .

JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (03) :311-342

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