Yield curve analysis



Deutsche Bundebank. Bestimmungsgrnnde der Zinsstruktur — Ansatze zur Kombinati-
on arbitragefreier Modelle und monetarer Makrookonomik. Monatsbericht der
Deutschen Bundesbank, Jg. 58, S. 15-29. 2006.

Dolan, Charles P., Forecasting the Yield Curve Shape: Evidence in Global Markets, The
Journal of Fixed Income, June 1999, Vol. 9, No. 1, pp. 92-99.

Fildes, Robert A. and M. Desmond Fitzgerald, Efficiency and Premiums in the short-
term Money Market, Journal of Money, Credit and Banking, 1980, Vol. 12, No. 4, pp.
615-629.

Gerlach, Stefan, The Information Content of the Term Structure: Evidence for Germa-
ny, Empirical Economics, 1997, Vol. 22, pp. 161-179.

Gischer, H., Herz, B., Menkhoff, L. Geld, Kredit und Banken: Eine Einführung.

Springer, Berlin. 2. Aufl. 2005.

Grieves, Robin and Marcus, Alan J., Riding the Yield Curve: Reprise (November 1990).

NBER Working Paper No. W3511. Available at SSRN:
http://ssrn.com/abstract=226840.

Guedes, Jose and Tim Opler, The Determinants of the Maturity of Corporate Debt
Issues, The Journal of Finance, Dec. 1996, Vol. 51, No. 5, pp. 1809-1833.

Jones, Frank J., Yield Curve Strategies, Journal of Fixed Income, 1991, Vol. 1, No. 2
(September): pp. 43-51.

27



More intriguing information

1. The name is absent
2. Quality Enhancement for E-Learning Courses: The Role of Student Feedback
3. A Dynamic Model of Conflict and Cooperation
4. Road pricing and (re)location decisions households
5. Micro-strategies of Contextualization Cross-national Transfer of Socially Responsible Investment
6. Sectoral specialisation in the EU a macroeconomic perspective
7. Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
8. The name is absent
9. Effects of red light and loud noise on the rate at which monkeys sample the sensory environment
10. EXPANDING HIGHER EDUCATION IN THE U.K: FROM ‘SYSTEM SLOWDOWN’ TO ‘SYSTEM ACCELERATION’
11. The name is absent
12. IMMIGRATION AND AGRICULTURAL LABOR POLICIES
13. AN EXPLORATION OF THE NEED FOR AND COST OF SELECTED TRADE FACILITATION MEASURES IN ASIA AND THE PACIFIC IN THE CONTEXT OF THE WTO NEGOTIATIONS
14. Education and Development: The Issues and the Evidence
15. The name is absent
16. PROJECTED COSTS FOR SELECTED LOUISIANA VEGETABLE CROPS - 1997 SEASON
17. The name is absent
18. The name is absent
19. Benefits of travel time savings for freight transportation : beyond the costs
20. Olive Tree Farming in Jaen: Situation With the New Cap and Comparison With the Province Income Per Capita.