REAL AND NOMINAL INTEREST-RATES UNDER UNCERTAINTY - THE FISHER THEOREM AND THE TERM STRUCTURE

被引：34

|

作者：

BENNINGA, S

PROTOPAPADAKIS, A

机构：

[1] UNIV PENN,PHILADELPHIA,PA 19104

[2] FED RESERVE BANK PHILADELPHIA,PHILADELPHIA,PA

来源：

JOURNAL OF POLITICAL ECONOMY | 1983年 / 91卷 / 05期

关键词：

D O I：

10.1086/261185

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：856 / 867

页数：12

相关论文

共 50 条

[1] A THEORY OF THE NOMINAL TERM STRUCTURE OF INTEREST-RATES
CONSTANTINIDES, GM
[J]. REVIEW OF FINANCIAL STUDIES, 1992, 5 (04): : 531 - 552
[2] REAL AND NOMINAL INTEREST-RATES AND THE DEMAND FOR HOUSING
SCHWAB, RM
[J]. JOURNAL OF URBAN ECONOMICS, 1983, 13 (02) : 181 - 195
[3] THE FISHER EFFECT AND THE TERM STRUCTURE OF INTEREST-RATES - TESTS OF COINTEGRATION
WALLACE, MS
WARNER, JT
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1993, 75 (02) : 320 - 324
[4] THE CASE OF THE NEGATIVE NOMINAL INTEREST-RATES - NEW ESTIMATES OF THE TERM STRUCTURE OF INTEREST-RATES DURING THE GREAT-DEPRESSION
CECCHETTI, SG
[J]. JOURNAL OF POLITICAL ECONOMY, 1988, 96 (06) : 1111 - 1141
[5] THE TERM STRUCTURE OF INTEREST-RATES IN REAL AND MONETARY ECONOMIES
DENHAAN, WJ
[J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1995, 19 (5-7): : 909 - 940
[6] EXPECTATIONS, UNCERTAINTY AND TERM STRUCTURE OF INTEREST-RATES - DODDS,JC
FISHER, D
[J]. ECONOMICA, 1976, 43 (169) : 104 - 105
[7] THE MISSING FISHER EFFECT ON NOMINAL INTEREST-RATES IN THE 1950S
WILCOX, JA
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1983, 65 (04) : 644 - 647
[8] THE TERM STRUCTURE OF INTEREST-RATES
CULBERTSON, JM
[J]. QUARTERLY JOURNAL OF ECONOMICS, 1957, 71 (04): : 485 - 517
[9] TERM STRUCTURE OF INTEREST-RATES
DOTHAN, LU
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (01) : 59 - 69
[10] THE TERM STRUCTURE OF INTEREST-RATES
MALKIEL, BG
[J]. AMERICAN ECONOMIC REVIEW, 1964, 54 (03): : 532 - 543

← 1 2 3 4 5 →