Graduate School of Business, Columbia University, and National Bureau of Economic Research. This research has been supported by the Center for the Study of Futures Markets and the Faculty Research Fund at the Graduate School of Business, Columbia University. I thank Depaio Tang and Jae-Won Park for research assistance. I also thank for their helpful comments, Robert Cumby, Franklin Edwards, Alberto Giovannini, Bruce Hamilton, David Modest, Krishna Ramaswamy, Arthur Warga, the Editor of his journal and participants at seminars at Columbia University, Johns Hopkins University, Queens University, University of British Columbia, University of Texas at Austin, University of Washington, Wharton and Yale University. The research reported here is part of the NBER's programs in Economic Fluctuations and Financial Markets and Monetary Economics. The usual disclaimer applies. The data used in this paper will be made available free of charge to any researcher who will send me a standard formatted 360KB diskette with a self addressed, stamped mailer.
Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates?
Article first published online: 30 APR 2012
1990 The American Finance Association
The Journal of Finance
Volume 45, Issue 1, pages 245–257, March 1990
How to Cite
MISHKIN, F. S. (1990), Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates?. The Journal of Finance, 45: 245–257. doi: 10.1111/j.1540-6261.1990.tb05090.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012