TERM STRUCTURE OF INTEREST-RATES IN THE MIT-PENN-SSRC MODEL - REALITY OR ILLUSION

被引:8
作者
PHILLIPS, L
PIPPENGER, J
机构
关键词
D O I
10.2307/1991828
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:151 / 164
页数:14
相关论文
共 38 条
[21]  
KANE EJ, 1970, J FINANC, V25, P361
[22]   DEBT MANAGEMENT AND TERM STRUCTURE OF INTEREST RATES - EMPIRICAL ANALYSIS OF RECENT EXPERIENCE [J].
MODIGLIANI, F ;
SUTCH, R .
JOURNAL OF POLITICAL ECONOMY, 1967, 75 (04) :569-589
[23]   INFLATION, RATIONAL EXPECTATIONS AND TERM STRUCTURE OF INTEREST RATES [J].
MODIGLIANI, F ;
SHILLER, RJ .
ECONOMICA, 1973, 40 (157) :12-43
[24]  
MODIGLIANI F, 1966, AM ECON REV, V56, P178
[25]  
MODIGLIANI F, 1971, CONSUMER SPENDING MO
[26]  
Modigliani Franco., 1969, J MONEY CREDIT BANK, V1, P112, DOI 10.2307/1991380
[27]  
MUENCH T, 1974, ANN ECON SOC MEAS, V3, P491
[28]  
NELSON CR, 1972, AM ECON REV, V62, P902
[29]   DETERMINANTS OF TERM PREMIUMS IN MARKET FOR UNITED-STATES TREASURY BILLS [J].
PESANDO, JE .
JOURNAL OF FINANCE, 1975, 30 (05) :1317-1327
[30]  
PHILLIPS L, 1976, REVIEW MAY