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Around and around: the expectations hypothesis. (1996). Fisher, Mark ; Gilles, Christian .
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:96-17.

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  1. 1 Campbell, J., 1986, A defense of traditional hypotheses about the term structure of interest rates. Journal of Finance 41, 183193.

  2. 10 McCulloch, J. H., 1993, A reexamination of traditional hypotheses about the term structure of interest rates: A comment Journal of Finance 48, 779789.

  3. 11 Woodward, S., 1983, The liquidity premium and the solidity premium American Economic Review 73, 348361.

  4. 2 Campbell, J., and R. Shiller, 1991, Yield spreads and interest rate movements: A birds eye view. Review of Economic Studies 58, 495514.

  5. 3 Cox, J., J. Ingersoll, and S. Ross, 1981, A reexamination of traditional hypotheses about the term structure of interest rates, Journal of Finance 36, 321346.

  6. 4 Due, D., 1996, Dynamic Asset Pricing Theory Princeton University Press, Princeton, New Jersey, 2nd ed..
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  7. 5 Due, D. and R. Kan, 1993, A yield-factor model of interest rates Working paper, Stanford University.
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  8. 6 Frachot, A. and J.-P. Lesne, 1994, Expectations hypotheses and stochastic volatilities Working paper, Banque de France.
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  9. 7 Fisher, M. and C. Gilles, 1996, Term premia in an exponential-ane economy Working paper, Federal Reserve Board.
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  10. 8 Heath, D., R. Jarrow, and A. Morton, 1992, Bond pricing and the term structure of interest rates: a new methodology. Econometrica 60, 77105.
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  38. Around and around: the expectations hypothesis. (1996). Fisher, Mark ; Gilles, Christian .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-17.

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  39. Around and Around: The Expectations Hypothesis. (1996). Fisher, Mark ; Gilles, Christian .
    In: Finance and Economics Discussion Series.
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  44. Yield Spreads and Interest Rate Movements: A Birds Eye View. (1991). Shiller, Robert ; Campbell, John.
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  45. Yield Spreads and Interest Rate Movements: A Birds Eye View. (1989). Shiller, Robert ; Campbell, John.
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  46. The Expectations Theory of the Term Structure of Interest Rates in Australia. (1988). Tease, Warren J.
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  49. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. (1986). Shiller, Robert ; Campbell, John.
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