Information in the U.S. Treasury Term Structure of Interest Rates-Reference-Cited by-同舟云学术

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Information in the U.S. Treasury Term Structure of Interest Rates

Published:2012-04-09 Issue:2 Volume:47 Page:247-272
ISSN:0732-8516
Container-title:Financial Review
language:en
Short-container-title:

Author:

Brooks Robert,Cline Brandon N.,Enders Walter

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.2012.00328.x/fullpdf

Reference31 articles.

1. Optimal tests when a nuisance parameter is present only under the alternative;Andrews;Econometrica,1994

2. Treasury bond volatility and uncertainty about monetary policy;Arnold;The Financial Review,2010

3. Computation and analysis of multiple structural change models;Bai;Journal of Applied Econometrics,2003

4. The difference between the local and unbiased expectations hypothesis;Brooks;Review of Quantitative Finance and Accounting,1992

5. London inter-bank offer rate (LIBOR) versus treasury rate: Evidences from the Parsimonious Term Structure Model;Brooks;Journal of Fixed Income,1999

Cited by 4 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. The information in global interest rate futures contracts;Journal of Futures Markets;2022-03-29

2. The real miss-specification in the forward rate premium puzzle;Journal of Economics and Finance;2016-05-26

3. A comparison of the information in the LIBOR and CMT term structures of interest rates;Journal of Banking & Finance;2015-05

4. A Comparison of the Information in the LIBOR and CMT Term Structures of Interest Rates;SSRN Electronic Journal;2014

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