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INTEREST RATES ON MONETARY ASSETS AND COMMODITY PRICE INDEX CHANGES

1972; Wiley; Volume: 27; Issue: 2 Linguagem: Inglês

10.1111/j.1540-6261.1972.tb00958.x

1540-6261

Richard Roll,

Monetary Policy and Economic Impact

The Journal of FinanceVolume 27, Issue 2 p. 251-277 Session Topic: Selected Topics in Monetary Economics INTEREST RATES ON MONETARY ASSETS AND COMMODITY PRICE INDEX CHANGES Richard Roll, Richard Roll Carnegie-Mellon University. The comments and assistance of many colleagues have been more than usually necessary for this paper. I am indebted to Eugene Fama, Martin Geisel, Michael C. Jensen, Allan Meltzer, Norman Miller, Myron Scholes, and James H. Scott, Jr. Kenneth M. Gaver and Shyam Sunder were peerless econometric consultants. The study was financially supported partly by the National Science Foundation and partly by a Ford Foundation Fellowship. However, the conclusions, opinions and other statements are mine alone and are not necessarily those of either Foundation nor of the individuals named above.Search for more papers by this author Richard Roll, Richard Roll Carnegie-Mellon University. The comments and assistance of many colleagues have been more than usually necessary for this paper. I am indebted to Eugene Fama, Martin Geisel, Michael C. Jensen, Allan Meltzer, Norman Miller, Myron Scholes, and James H. Scott, Jr. Kenneth M. Gaver and Shyam Sunder were peerless econometric consultants. The study was financially supported partly by the National Science Foundation and partly by a Ford Foundation Fellowship. However, the conclusions, opinions and other statements are mine alone and are not necessarily those of either Foundation nor of the individuals named above.Search for more papers by this author First published: May 1972 https://doi.org/10.1111/j.1540-6261.1972.tb00958.xCitations: 35 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume27, Issue2May 1972Pages 251-277 RelatedInformation