Concepedia

Time Series Analysis of the Term Structure of Australian Interest Rates*

D. Johannes Jüttner, G. M. Madden, R. H. Tuckwell

Economic Record · 1975 · 13 citations · 6 references

Concepts

Social SciencesEconomicsFinanceFinancial EconomicsMonetary EconomicsTime Series AnalysisCointegration AnalysisInterest Rate DeterminationInterest Rate ModelingInterest Rate RiskMonetary PolicyTime Series EconometricsHeath-jarrow-morton FrameworkInterest Rate StructureInterest Rate Term StructureMulti-factor Interest Rate ModelsMulti-factor Term Structure ModelsNo-arbitrage Term Structure ModelsTime Series Trend Analysis

References

6

RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS

Klaus Conrad, D. Johannes Jüttner · Kyklos · 1973 · 48 citations

Business, Economics, Finance +13

Spectral Analysis of the Term Structure of Interest Rates

Clive W. J. Granger, Hedley Rees · The Review of Economic Studies · 1968 · 38 citations

Social Sciences, Business Economics, Economics +14

A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates

Lester G. Telser · Journal of Political Economy · 1967 · 27 citations

Social Sciences, Economics, Finance +15

Interest Rates, the Meiselman Model and Random Numbers

A. Buse · Journal of Political Economy · 1967 · 23 citations

Social Sciences, Economics, Finance +14

A TIME SERIES ANALYSIS OF POST‐ACCORD INTEREST RATES

V. Kerry Smith, Richard G. Marcis · The Journal of Finance · 1972 · 23 citations

Social Sciences, Economics, Finance +10