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Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates. (2005). Thornton, Daniel.
In: Working Papers.
RePEc:fip:fedlwp:2004-010.

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Cited: 5

Citations received by this document

Cites: 26

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Cocites: 50

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Citations

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  1. Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach. (2009). Erdemlioglu, Deniz.
    In: MPRA Paper.
    RePEc:pra:mprapa:28895.

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  2. Short and long run tests of the expectations hypothesis: the Portuguese case. (2008). Silva Lopes, Artur ; Monteiro, Olga Susana.
    In: MPRA Paper.
    RePEc:pra:mprapa:12001.

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  3. The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal. (2007). Silva Lopes, Artur ; Monteiro, Olga Susana.
    In: MPRA Paper.
    RePEc:pra:mprapa:6310.

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  4. The expectations hypothesis of the term structure: some empirical evidence for Portugal. (2007). Silva Lopes, Artur ; M. Monteiro, Olga Susana, .
    In: MPRA Paper.
    RePEc:pra:mprapa:3437.

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  5. The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment. (2006). Siklos, Pierre ; Haug, Alfred.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:10:y:2006:i:4:n:6.

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References

References cited by this document

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    Paper not yet in RePEc: Add citation now

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    Paper not yet in RePEc: Add citation now

Cocites

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  1. On the Term Structure of Interest Rates of the Mexican Government. (2011). Garcia-Verdu, Santiago.
    In: Working Papers.
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  2. Predictions of short-term rates and the expectations hypothesis. (2010). Thornton, Daniel ; Guidolin, Massimo.
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  4. A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles. (2009). Senyuz, Zeynep ; Chauvet, Marcelle.
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  5. CHINAS OFFICIAL RATES AND BOND YIELDS. (2009). Johansson, Anders ; Fan, Longzhen .
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  6. What Prompts the Peoples Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model. (2008). Pauwels, Laurent ; He, Dong.
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  7. The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility. (2007). TUYSUZ, Sukriye.
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  8. The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K.. (2007). TUYSUZ, Sukriye.
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  10. Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news. (2007). TUYSUZ, Sukriye.
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  11. MODELING THE EURO OVERNIGHT RATE. (2006). Benito, Francis ; Leon, ngel ; Nave, Juan .
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  12. The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence. (2006). Rotondi, Zeno.
    In: Giornale degli Economisti.
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  13. Taylor rules and the term structure. (2006). Favero, Carlo.
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  14. Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates. (2006). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea.
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  15. Monetary Policy and Long-term Interest Rates. (2005). Wu, Shu.
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    In: Working Papers.
    RePEc:fip:fedlwp:2004-010.

    Full description at Econpapers || Download paper

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  20. Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate. (2004). Thornton, Daniel.
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