An Assessment of the Relative Importance of Real Interest Rates, Inflation, and Term Premiums in Determining the Prices of Real and Nominal U.K. Bonds-Reference-Cited by-同舟云学术

An Assessment of the Relative Importance of Real Interest Rates, Inflation, and Term Premiums in Determining the Prices of Real and Nominal U.K. Bonds

Published:1997-08 Issue:3 Volume:79 Page:362-366
ISSN:0034-6535
Container-title:Review of Economics and Statistics
language:en
Short-container-title:Review of Economics and Statistics

Author:

Barr David G.,Pesaran Bahram

Publisher

MIT Press - Journals

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

http://www.mitpressjournals.org/doi/pdf/10.1162/003465300556931

Reference6 articles.

1. A Variance Decomposition for Stock Returns

2. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

3. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

4. Yield Spreads and Interest Rate Movements: A Bird's Eye View

5. Large Sample Properties of Generalized Method of Moments Estimators

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