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?
Version of Record 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 online: 30 APR 2012
- Version of Record online: 30 APR 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!