THE INFORMATION IN THE TERM STRUCTURE

被引：273

作者：

FAMA, EF

机构：

来源：

关键词：

D O I：

10.1016/0304-405X(84)90013-8

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：509 / 528

页数：20

共 11 条

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[3]

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[4] FORWARD RATES AS PREDICTORS OF FUTURE SPOT RATES [J].

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[5] EXPECTATIONS HYPOTHESIS AND EFFICIENCY OF TREASURY BILL MARKET [J].

HAMBURGER, MJ ;

PLATT, EN .

[6]

KESSEL R, 1965, 91 NAT BUR EC RES OC

[7]

LEVICH RM, 1979, INT EC POLICY THEORY, pCH7

[8]

Meiselman David., 1962, TERM STRUCTURE INTER

[9]

ROLL R, 1970, BEHAVIOR INTEREST RA

[10]

Shiller R.J., 1983, BROOKINGS PAPERS EC, V1983, P173