Concepedia

Forward Rate Analysis

Forward Rate Analysis is a fixed income analytical framework that belongs to the class of interest rate modeling techniques, distinguished by its focus on deriving and interpreting implied future interest rates from the current yield curve structure to assess market expectations and pricing inefficiencies.

70

Publications

6.4K

Citations

100

Authors

69

Institutions

Publications per year

2017–2026

1

Parents

Publications

70

The Information in Long-Maturity Forward Rates

Eugene F. Fama, Robert R. Bliss · American Economic Review · 1987 · 1.6K citations

, , +16

Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset

Jonathan H. Wright · American Economic Review · 2011 · 519 citations

, , +15

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

Robert J. Shiller, John Y. Campbell, Kermit L. Schoenholtz · Brookings Papers on Economic Activity · 1983 · 442 citations · Full text

, , +15

Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994

Lars E.O. Svensson · RePEc: Research Papers in Economics · 1994 · 437 citations

, , +15

Forward rates as predictors of future spot rates

Eugene F. Fama · Journal of Financial Economics · 1976 · 227 citations

, , +11

1–5 of 70

Authors

100

  1. LE
    Lars E.O. Svensson

    Stockholm University, Sweden

    7 publications · 1.1K citations

    7

    h-index

  2. SA
    Stephen A. Ross

    Yale University, United States

    2 publications · 228 citations

    2

    h-index

  3. MB
    Meredith Beechey

    Federal Reserve, United States

    2 publications · 40 citations

    2

    h-index

  4. SK
    Steen Koekebakker

    Agder Research, Norway

    2 publications · 88 citations

    2

    h-index

  5. JE
    Jonathan E. Ingersoll

    Yale University, United States

    2 publications · 228 citations

    2

    h-index

1–5 of 100

Institutions

69

  1. Bank of England

    London, United Kingdom

    3 h-index

    6 publications

    181 citations

  2. Swedish National Bank

    Stockholm, Sweden

    2 h-index

    2 publications

    40 citations

  3. National Bureau of Economic Research

    Cambridge, United States

    2 h-index

    2 publications

    246 citations

  4. Stockholm School of Economics

    Stockholm, Sweden

    2 h-index

    2 publications

    341 citations

  5. University of Bologna

    Bologna, Italy

    2 h-index

    2 publications

    97 citations

  6. National University of Singapore

    Singapore, Singapore

    2 h-index

    3 publications

    66 citations

  7. Federal Reserve

    Washington D.C., United States

    2 h-index

    2 publications

    150 citations

  8. University of Chicago

    Chicago, United States

    2 h-index

    2 publications

    244 citations

1–8 of 69

Venues

  1. SSRN Electronic Journal

    Repository · 5 publications · 243 citations

    5

    h-index

  2. The Journal of Finance

    5 publications · 341 citations

    5

    h-index

  3. The Journal of Fixed Income

    4 publications · 202 citations

    4

    h-index

  4. International Journal of Theoretical and Applied Finance

    IJTAF · 3 publications · 112 citations

    3

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 3 publications · 463 citations

    3

    h-index

1–5