FORWARD RATES AS PREDICTORS OF FUTURE SPOT RATES

[1] CULBERTSON JM, 1957, Q J EC NOV, P485

[2] INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (03) : 427 - 448

[3] FAMA EF, 1975, AM ECON REV, V65, P269

[4] FAMA EF, 1976, F FINANCE

[5] EXPECTATIONS HYPOTHESIS AND EFFICIENCY OF TREASURY BILL MARKET [J]. REVIEW OF ECONOMICS AND STATISTICS, 1975, 57 (02) : 190 - 199

[6] Hickman WB, 1942, TERM STRUCTURE INTER

[7] Hicks J. R., 1946, VALUE CAPITAL

[8] KESSEL RA, 1965, CYCLICAL BEHAVIOR TE

[9] Macauley FR, 1938, MOVEMENTS INTEREST R

[10] ROLL R, 1970, BEHAVIOR INTEREST RA

[1] CULBERTSON JM, 1957, Q J EC NOV, P485

[2] INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (03) : 427 - 448

[3] FAMA EF, 1975, AM ECON REV, V65, P269

[4] FAMA EF, 1976, F FINANCE

[5] EXPECTATIONS HYPOTHESIS AND EFFICIENCY OF TREASURY BILL MARKET [J]. REVIEW OF ECONOMICS AND STATISTICS, 1975, 57 (02) : 190 - 199

[6] Hickman WB, 1942, TERM STRUCTURE INTER

[7] Hicks J. R., 1946, VALUE CAPITAL

[8] KESSEL RA, 1965, CYCLICAL BEHAVIOR TE

[9] Macauley FR, 1938, MOVEMENTS INTEREST R

[10] ROLL R, 1970, BEHAVIOR INTEREST RA