The information in the term structure
Author:
- Eugene F. FamaEFEugene F. Fama
- 1 December 1984
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 13 (4) , 509-528
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Do forecast errors or term premia really make the difference between long and short rates?Journal of Financial Economics, 1982
- The "Speculative Efficiency" HypothesisThe Journal of Business, 1981
- Forward rates as predictors of future spot ratesJournal of Financial Economics, 1976
- Inflation Uncertainty and Expected Returns on Treasury BillsJournal of Political Economy, 1976
- The Expectations Hypothesis and the Efficiency of the Treasury Bill MarketReview of Economics and Statistics, 1975