Expectations, Prices, Coupons and Yields
1970; Wiley; Volume: 25; Issue: 4 Linguagem: Inglês
10.2307/2325418
ISSN1540-6261
Autores ResumoThe Journal of FinanceVolume 25, Issue 4 p. 809-818 Article EXPECTATIONS, PRICES, COUPONS AND YIELDS A. Buse, A. BuseUniversity of Alberta. I am indebted to John Delehanty for providing a critical environment and to Alan Sharpe for programming the computations.Search for more papers by this author A. Buse, A. BuseUniversity of Alberta. I am indebted to John Delehanty for providing a critical environment and to Alan Sharpe for programming the computations.Search for more papers by this author First published: September 1970 https://doi.org/10.1111/j.1540-6261.1970.tb00555.xCitations: 17 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 onEmailFacebookTwitterLinkedInRedditWechat REFERENCES 1 A. A. Alchian. The Rate of Interest, Fisher's Rate of Return Over Cost, and Keynes' Internal Rate of Return,” American Economic Review, Vol. 45 (1955), pp. 938–943. 2 A. Buse. The Structure of Interest Rates and Recent British Experience: A Comment,” Economica, Vol. 34 (1967), pp. 298–308. 3 A. Buse. The Term Structure of Interest Rates—Some British Results,” Discussion Papers. Birmingham: Faculty of Commerce and Social Science, Series A, no. 72, 1966. 4 D. Durand. Basic Yields of Corporate Bonds, 1900–1942, Technical Paper 3. New York: National Bureau of Economic Research, 1942. 5 D. Durand, and W. J. Winn. Basic Yields of Bonds, 1926–1947: Their Measurement and Pattern, Technical Paper No. 6. New York: National Bureau of Economic Research, 1947. 6 D. Fisher. The Structure of Interest Rates: A Comment,” Economica, Vol. 31 (1964, pp. 412–419. 7 D. Fisher. Expectations, the Term Structure of Interest Rates, and Recent British Experience,” Economica, Vol. 33 (1966), pp. 319–329. 8 D. Fisher. Reply,” Economica, Vol. 34 (1967), pp. 309–313. 9 J. A. G. Grant. Reply,” Economica, Vol. 31 (1964), pp. 419–422. 10 F. R. Macaulay. The Movement of Interest Rates, Bond Yields, and Stock Prices in the United States since 1856. New York: National Bureau of Economic Research, 1938. 11 B. G. Malkiel. The Term Structure of Interest Rates. Princeton: University Press, 1966. 12 N. Wallace. The Term Structure of Interest Rates and the Maturity Composition of the Debt. Ph.D. Dissertation, Chicago, unpublished, 1964. 13 H. Weingartner. The Generalized Rate of Return,” Journal of Financial and Quantitative Analysis, Vol. 1 (1966), pp. 1–29. 14 P. Wonnacott. The Height, Structure and Significance of Interest Rates. Working paper prepared for the Royal Commission on Banking and Finance, Canada, 1962. Citing Literature Volume25, Issue4September 1970Pages 809-818 ReferencesRelatedInformation
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