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There are 8906 results for: content related to: The Cyclical Behavior of Interest Rates

  1. Macroeconomic Sources of Risk in the Term Structure

    Journal of Money, Credit and Banking

    Volume 39, Issue 1, February 2007, Pages: 205–236, HIONA BALFOUSSIA and MIKE WICKENS

    Article first published online : 18 JAN 2007, DOI: 10.1111/j.0022-2879.2007.00009.x

  2. A re-examination of the rational expectations hypothesis of the term structure: reconciling the evidence from long-run and short-run tests

    International Journal of Finance & Economics

    Volume 3, Issue 3, July 1998, Pages: 229–239, Elias Tzavalis and Michael Wickens

    Article first published online : 21 DEC 1998, DOI: 10.1002/(SICI)1099-1158(199807)3:3<229::AID-IJFE77>3.0.CO;2-Y

  3. Stock Market Liquidity and the Business Cycle

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 139–176, RANDI NÆS, JOHANNES A. SKJELTORP and BERNT ARNE ØDEGAARD

    Article first published online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01628.x

  4. STRUCTURAL BREAKS AND UNIT ROOTS IN AUSTRALIAN MACROECONOMIC TIME SERIES

    Pacific Economic Review

    Volume 10, Issue 4, December 2005, Pages: 421–437, Paresh Kumar Narayan and Russell Smyth

    Article first published online : 21 DEC 2005, DOI: 10.1111/j.1468-0106.2005.00283.x

  5. An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the US Economy

    The Econometrics Journal

    Volume 1, Issue 2, December 1998, Pages: 27–43, Zhijie Xiao and Peter C.B. Phillips

    Article first published online : 27 JUN 2002, DOI: 10.1111/1368-423X.12016

  6. TESTING THE CAUSAL PROPERTIES OF ECONOMIC THEORIES: AN APPLICATION TO A SMALL AUSTRALIAN MACROECONOMIC MODEL

    Australian Economic Papers

    Volume 31, Issue 58, June 1992, Pages: 1–19, VANCE L. MARTIN

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1467-8454.1992.tb00552.x

  7. Long-Term Market Overreaction or Biases in Computed Returns?

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 39–63, JENNIFER CONRAD and GAUTAM KAUL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04701.x

  8. Improved Inference in Regression with Overlapping Observations

    Journal of Business Finance & Accounting

    Volume 38, Issue 5-6, June/July 2011, Pages: 657–683, Mark Britten-Jones, Anthony Neuberger and Ingmar Nolte

    Article first published online : 24 MAY 2011, DOI: 10.1111/j.1468-5957.2011.02244.x

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    Presidential Address: Discount Rates

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1047–1108, JOHN H. COCHRANE

    Article first published online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01671.x

  10. ARE THERE UNIT ROOTS IN REAL ECONOMIC VARIABLES? (AN ENCOMPASSING ANALYSIS OF DIFFERENCE AND TREND STATIONARITY)

    Japanese Economic Review

    Volume 46, Issue 2, June 1995, Pages: 166–190, Michio Hatanaka and Yasuji Koto

    Article first published online : 9 AUG 2007, DOI: 10.1111/j.1468-5876.1995.tb00010.x

  11. The Australian Term Structure as a Predictor of Real Economic Activity

    Australian Economic Review

    Volume 28, Issue 4, October 1995, Pages: 71–85, Lakshman Alles

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1467-8462.1995.tb00905.x

  12. A VARIANCE DECOMPOSITION ANALYSIS OF THE INFORMATION IN THE TERM STRUCTURE

    Journal of Financial Research

    Volume 20, Issue 1, Spring 1997, Pages: 71–91, Louis H. Ederington and Jeremy C. Goh

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1997.tb00237.x

  13. STOCHASTIC GROWTH IN THE UNITED STATES AND EURO AREA

    Journal of the European Economic Association

    Volume 11, Issue 1, February 2013, Pages: 1–24, Peter N. Ireland

    Article first published online : 15 JAN 2013, DOI: 10.1111/j.1542-4774.2012.01108.x

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    Are Stocks Really Less Volatile in the Long Run?

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 431–478, ĽUBOŠ PÁSTOR and ROBERT F. STAMBAUGH

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01722.x

  15. THE MEASUREMENT OF REAL INCOME

    Review of Income and Wealth

    Volume 22, Issue 4, December 1976, Pages: 305–329, D. Usher

    Article first published online : 8 MAR 2005, DOI: 10.1111/j.1475-4991.1976.tb00839.x

  16. A Model of Intertemporal Discount Rates in the Presence of Real and Inflationary Autocorrelations

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 1049–1070, DONALD I. BOSSHARDT

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03927.x

  17. Are Two Incomes Needed to Prosper Today? Evidence from the 1960s to the 1990s

    Journal of Consumer Affairs

    Volume 35, Issue 1, Summer 2001, Pages: 141–161, MICHAEL L. WALDEN

    Article first published online : 3 MAR 2005, DOI: 10.1111/j.1745-6606.2001.tb00106.x

  18. The Term Spread and GDP Growth in Australia

    Economic Record

    Volume 85, Issue 269, June 2009, Pages: 121–131, JACOB POKE and GRAEME WELLS

    Article first published online : 12 MAY 2009, DOI: 10.1111/j.1475-4932.2009.00546.x

  19. Pattern Bargaining and Wage Leadership in a Small Open Economy

    The Scandinavian Journal of Economics

    Volume 115, Issue 1, January 2013, Pages: 109–140, Lars Calmfors and Anna Larsson Seim

    Article first published online : 18 JAN 2013, DOI: 10.1111/j.1467-9442.2012.01731.x

  20. Volatility, the Macroeconomy, and Asset Prices

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2471–2511, RAVI BANSAL, DANA KIKU, IVAN SHALIASTOVICH and AMIR YARON

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12110