The information in the term structure: Some further results
Data up to Jan 2025
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Abstract
References (8)
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
1980 • 25,774 citations
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
1982 • 19,770 citations
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
1980 • 2,192 citations
The information in the term structure
1984 • 689 citations
What does the term structure tell us about future inflation?
1990 • 445 citations
Monetary policy regime shifts and the unusual behavior of real interest rates
1986 • 204 citations
The Predictive Power of the Term Structure during Recent Monetary Regimes
1988 • 163 citations
The Information In The Term Structure: Some Further Results
1988 • 2 citations