Concepedia

Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994

Lars E.O. Svensson

RePEc: Research Papers in Economics · 1994 · 437 citations · 8 references

Concepts

Abstract

interest rate ; monetary policy ; inflation

References

8

Parsimonious Modeling of Yield Curves

Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations

, , +8

Yield Spreads and Interest Rate Movements: A Bird's Eye View

John Y. Campbell, Robert J. Shiller · The Review of Economic Studies · 1991 · 1.8K citations · Full text

, , +15

The Information in Long-Maturity Forward Rates

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

, , +16

Interest Rate Volatility and the Term Structure: A Two‐Factor General Equilibrium Model

Francis A. Longstaff, Eduardo S. Schwartz · The Journal of Finance · 1992 · 945 citations

, , +17

Measuring the Term Structure of Interest Rates

J. Huston McCulloch · The Journal of Business · 1971 · 548 citations

, , +16