The Fisher Effect and the Term Structure of Interest Rates
Author
Suggested Citation
DOI: 10.15057/6988
Download full text from publisher
References listed on IDEAS
- J. M. Culbertson, 1957. "The Term Structure of Interest Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 71(4), pages 485-517.
- Philip Cagan, 1965. "Determinants and Effects of Changes in the Stock of Money, 1875–1960," NBER Books, National Bureau of Economic Research, Inc, number caga65-1.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- YV Reddy, 2012. "Summary of the discussion," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial sector regulation for growth, equity and stability, volume 62, pages 39-40, Bank for International Settlements.
- George G. Kaufman, 1990. "Are Some Banks Too Large To Fail? Myth And Reality," Contemporary Economic Policy, Western Economic Association International, vol. 8(4), pages 1-14, October.
- Andrea J. Heuson, 1988. "The Term Premia Relationship Implicit In The Term Structure Of Treasury Bills," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(1), pages 13-20, March.
- Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2023. "Supply and Demand and the Term Structure of Interest Rates," NBER Working Papers 31879, National Bureau of Economic Research, Inc.
- Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013.
"The ties that bind: monetary policy and government debt management,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(3), pages 548-581, AUTUMN.
- Jagjit S. Chadha & Philip Turner & Fabrizio Zampolli, 2013. "The Ties that Bind: Monetary Policy and Government Debt Management," Studies in Economics 1318, School of Economics, University of Kent.
- Bordo, Michael D., 1986.
"Explorations in monetary history: A survey of the literature,"
Explorations in Economic History, Elsevier, vol. 23(4), pages 339-415, October.
- Michael D. Bordo, 1986. "Explorations in Monetary History: A Survey of the Literature," NBER Working Papers 1821, National Bureau of Economic Research, Inc.
- Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013.
"Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt,"
The Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1914-1961.
- Stephane Guibaud & Yves NOsbusch & Dimitri Vayanos, 2011. "Bond Market Clienteles, the Yield Curve and the Optimal Maturity Structure of Government Debt," FMG Discussion Papers dp669, Financial Markets Group.
- Vayanos, Dimitri & Guibaud, Stéphane & Nosbusch, Yves, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," CEPR Discussion Papers 9407, C.E.P.R. Discussion Papers.
- Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," NBER Working Papers 18922, National Bureau of Economic Research, Inc.
- Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri, 2011. "Bond market clienteles, the yield curve and the optimal maturity structure of government debt," LSE Research Online Documents on Economics 29785, London School of Economics and Political Science, LSE Library.
- Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print hal-03399472, HAL.
- Mariusz Czekala & Zbigniew Kurylek, 2021. "Inversions Distribution and Testing Correlation Changes for Rates of Return," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 633-650.
- Machava, Agostinho, 2017. "The Macroeconomic Determinants of the Pass-Through from the Market Interest Rate to the Bank Lending Rate in Mozambique," Umeå Economic Studies 954, Umeå University, Department of Economics.
- Michael D. Bordo, 1989. "Introduction to "Money, History, and International Finance: Essays in Honor of Anna J. Schwartz"," NBER Chapters, in: Money, History, and International Finance: Essays in Honor of Anna J. Schwartz, pages 1-12, National Bureau of Economic Research, Inc.
- repec:hal:spmain:info:hdl:2441/5221 is not listed on IDEAS
- Antonio Diez de los Rios & Maral Shamloo, 2017.
"Quantitative Easing and Long-Term Yields in Small Open Economies,"
IMF Working Papers
2017/212, International Monetary Fund.
- Antonio Diez de los Rios & Maral Shamloo, 2017. "Quantitative Easing and Long-Term Yields in Small Open Economies," Staff Working Papers 17-26, Bank of Canada.
- Rolando F. Pelaez, 1997. "Riding the yield curve: Term premiums and excess returns," Review of Financial Economics, John Wiley & Sons, vol. 6(1), pages 113-119.
- D’Amico, Stefania & King, Thomas B., 2013. "Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply," Journal of Financial Economics, Elsevier, vol. 108(2), pages 425-448.
- Johannes W. Fedderke & Neryvia Pillay Bell, 2007. "A Theoretically Defensible Measure of Risk: Using Financial Market Data from a Middle Income Context," Working Papers 064, Economic Research Southern Africa.
- Anella Munro & Philip Wooldridge, 2011.
"Motivations for swap-covered foreign currency borrowing,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Currency internationalisation: lessons from the global financial crisis and prospects for the future in Asia and the Pacific, volume 61, pages 19-56,
Bank for International Settlements.
- Anella Munro & Philip Wooldridge, 2010. "Motivations for swap-covered foreign currency borrowing," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 145-185, Bank for International Settlements.
- Tronzano, Marco, 2015. "The Expectations Hypothesis of the Term Structure: Further Empirical Evidence for India (1996-2013) - La struttura a termine dei tassi di interesse: ulteriore evidenza empirica per l’India (1996-2013)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 68(3), pages 401-421.
- Tanweer Akram & Syed Al-Helal Uddin, 2021. "An empirical analysis of long-term Brazilian interest rates," PLOS ONE, Public Library of Science, vol. 16(9), pages 1-20, September.
- Matthias Morys, 2016. "Financial supervision to fight fiscal dominance? The gold standard in Greece and South-East Europe between economic and political objectives and fiscal reality, 1841-1939," Discussion Papers 16/05, Department of Economics, University of York.
- Richard S. Grossman & Christopher M. Meissner, 2010.
"International aspects of the Great Depression and the crisis of 2007: similarities, differences, and lessons,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 26(3), pages 318-338, Autumn.
- Richard S. Grossman & Christopher M. Meissner, 2010. "International Aspects of the Great Depression and the Crisis of 2007: Similarities, Differences, and Lessons," NBER Working Papers 16269, National Bureau of Economic Research, Inc.
- Richard S. Grossman & Christopher M. Meissner, 2010. "International Aspects of the Great Depression and the Crisis of 2007: Similarities, Differences, and Lessons," Wesleyan Economics Working Papers 2010-002, Wesleyan University, Department of Economics, revised Aug 2010.
- Taeyoung Doh, 2010. "The efficacy of large-scale asset purchases at the zero lower bound," Economic Review, Federal Reserve Bank of Kansas City, vol. 95(Q II), pages 5-34.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hit:hitjcm:v:14:y:1979:i:1:p:30-66. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Digital Resources Section, Hitotsubashi University Library (email available below). General contact details of provider: https://edirc.repec.org/data/cmhitjp.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.