The Term Structure of Interest Rates in Australia: A Test Using the Error-learning Model-Reference-Cited by-同舟云学术

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The Term Structure of Interest Rates in Australia: A Test Using the Error-learning Model

Published:1974-03 Issue:1 Volume:50 Page:77-93
ISSN:0013-0249
Container-title:Economic Record
language:en
Short-container-title:Economic Record

Author:

Bloch F. A.

Publisher

Wiley

Subject

Economics and Econometrics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-4932.1974.tb01971.x/fullpdf

Reference34 articles.

1. A Model of the Term Structure of Interest Rates

2. 4. F. A. Bloch , ‘Australian Commonwealth Bond Yields, 1919-68, and Yield Curves and Forward Rates, 1954-68: Quarterly Time-Series’ (Adelaide, 1972 ), mimeo.

3. The Bierwag and Grove Model of the Term Structure of Interest Rates: An Alternative British Test

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates;Applied Economics;2010-09

2. Pricing Bonds in the Australian Market;Australian Journal of Management;2008-06

3. A general equilibrium (GE) model of the term structure applied to Australian securities;Applied Economics Letters;1998-11

4. Estimation of the term structure of interest rates: an international perspective;Journal of Multinational Financial Management;1998-09

5. An empirical test of the Brennan-Schwartz bond pricing model in the Australian context;Asia Pacific Journal of Management;1990-12

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