The name is absent



Hardouvelis G.A., 1988, The Predictive Power of the Term Structure During Recent Monetary Regimes,
The Journal of Finance, Vol. 43, n. 2, 339-356.

Hardouvelis G.A., 1994, The Term Structure Spread and Future Changes in Long and Short Rates in G-7
Countries: Is There a Puzzle?
, Journal of Monetary Economics, Vol. 33, 255-283.

Hejazi W., 2000, Yield Spreads as Predictors of Industrial Production: Expectations on Short Rates or Term
Premia?
, Applied Economics, Vol. 32, 945 - 951.

Hejazi W., Li Z., 2000, Are Forward Premia Mean Reverting?, Applied Financial Economics, Vol. 10,
343-350.

Hejazi W., Lai H., Yang X., 2000, The Expectations Hypothesis, Term Premia, and the Canadian Term
Structure of Interest Rates
, Canadian Journal of Economics, Vol. 33, 133 - 148.

Karras G., Stokes H.H., 1999, Why Are the Effects of Money-Supply Shocks Asymmetric? Evidence from
Prices, Consumption and Investment,
Journal of Macroeconomics Vol. 21, 713-27.

Kool C. J. M., Thornton D. L., 2004, A Note on the Expectations Hypothesis at the Founding of the Fed,
Journal of Banking and Finance, Vol. 28, 3055-3068.

Kozicki S., Sellon G., 2005, Longer-Term Perspectives on the Yield Curve and Monetary Policy, Fed of
Kansas City Working Paper.

Laurent R.D., 1988, An Interest-Based Indicator of Monetary Policy, Federal Reserve Bank of Chicago
Economic Perspectives Vol. 12, 3-14.

Laurent R.D., 1989, Testing the Spread, Federal Reserve Bank of Chicago Economic Perspectives Vol. 13,
22-34.

Lee S.S., 1995, Macroeconomic Sources of Time-Varying Risk Premia in the Term Structure of Interest
Rates,
Journal of Money, Credit and Banking, Vol. 27, n.2, 549-569.

Ludvigson S.C., Ng S., 2005, Macro Factors in Bond Risk Premia, NBER Working Paper.

Mankiw N.J., Miron J.A., 1986, The Changing Behaviour of the Term Structure of Interest Rates, The
Quarterly Journal of Economics, Vol. 101, n. 2, 211-228.

McCallum B. T., 1994, Monetary Policy and the Term Structure ofInterest Rates, NBER Working Paper.

McCallum B.T., 2006, Monetary Policy and the Term Structure of Interest Rates, Economic Quarterly,
Federal Reserve bank of Richmond.

McCulloch J.H., H. Kwon H., 1993, U.S. Term Structure Data, 1947-1991, Working Paper, Economics
Department, Ohio State University.

Mele A., 2007, Asymmetric Stock Market Volatility and the Cyclical Behaviour of Expected Returns, Journal
of Financial Economics, Vol. 86, 446-478.

31



More intriguing information

1. The migration of unskilled youth: Is there any wage gain?
2. Growth and Technological Leadership in US Industries: A Spatial Econometric Analysis at the State Level, 1963-1997
3. PROFITABILITY OF ALFALFA HAY STORAGE USING PROBABILITIES: AN EXTENSION APPROACH
4. The name is absent
5. Constrained School Choice
6. Why Managers Hold Shares of Their Firms: An Empirical Analysis
7. The name is absent
8. Dynamiques des Entreprises Agroalimentaires (EAA) du Languedoc-Roussillon : évolutions 1998-2003. Programme de recherche PSDR 2001-2006 financé par l'Inra et la Région Languedoc-Roussillon
9. Public-Private Partnerships in Urban Development in the United States
10. ISO 9000 -- A MARKETING TOOL FOR U.S. AGRIBUSINESS