A TECHNIQUE FOR EXTRACTING A MEASURE OF EXPECTED INFLATION FROM THE INTEREST-RATE TERM STRUCTURE

被引：12

作者：

FRANKEL, JA

机构：

来源：

关键词：

D O I：

10.2307/1937953

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：135 / 142

页数：8

共 21 条

[1] ANTICIPATED PRICE CHANGES AND NOMINAL INTEREST-RATES IN 1950S [J].

CARGILL, TF .

CARGILL, TF .

CARGILL, TF ;

MEYER, RA .

[4]

CARLSON JA, 1977, ANN ECON SOC MEAS, V6, P27

[5]

FAMA EF, 1975, AM ECON REV, V65, P269

[6] THE FORMATION OF INFLATIONARY EXPECTATIONS [J].

FIGLEWSKI, S ;

WACHTEL, P .

[7]

Fisher I, 1930, THEORY INTEREST

[8]

GIBSON WE, 1972, AM ECON REV, V62, P854

[9]

HESS PJ, 1975, J FINANC ECON, V2, P341

[10]

Hicks John., 1939, VALUE CAPITAL