Do forecast errors or term premia really make the difference between long and short rates?
- 30 November 1982
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 10 (3), 323-329
- https://doi.org/10.1016/0304-405x(82)90005-8
Abstract
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This publication has 4 references indexed in Scilit:
- Expectations Models of the Term Structure and Implied Variance BoundsJournal of Political Economy, 1980
- The Volatility of Long-Term Interest Rates and Expectations Models of the Term StructureJournal of Political Economy, 1979
- Forward rates as predictors of future spot ratesJournal of Financial Economics, 1976
- Some New Bond IndexesThe Journal of Business, 1975