The Expected Holding Period Return, Uncertainty and the Term Structure of Interest Rates

The Journal of Finance ◽

10.2307/2978717 ◽

1975 ◽

Vol 30 (2) ◽

pp. 307 ◽

Cited By ~ 9

Author(s):

John S. McCallum

Keyword(s):

Interest Rates ◽

Term Structure ◽

Holding Period ◽

Period Return

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THE EXPECTED HOLDING PERIOD RETURN, THE TERM STRUCTURE OF INTEREST RATES AND INVESTMENT IN THE GOVERNMENT OF CANADA BOND MARKET*

The Journal of Finance ◽

10.1111/j.1540-6261.1974.tb00050.x ◽

1974 ◽

Vol 29 (1) ◽

pp. 276-276

Author(s):

John S. McCallum

Keyword(s):

Interest Rates ◽

Term Structure ◽

Bond Market ◽

Holding Period ◽

The Government ◽

Government Of Canada ◽

Period Return

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THE EXPECTED HOLDING PERIOD RETURN, UNCERTAINTY AND THE TERM STRUCTURE OF INTEREST RATES

The Journal of Finance ◽

10.1111/j.1540-6261.1975.tb01813.x ◽

1975 ◽

Vol 30 (2) ◽

pp. 307-323

Author(s):

Ramon Johnson Johnson ◽

John S. McCallum

Keyword(s):

Interest Rates ◽

Term Structure ◽

Holding Period ◽

Period Return

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The Expected Holding Period Return, The Term Structure of Interest Rates and Investment in the Government of Canada Bond Market

The Journal of Finance ◽

10.2307/2978240 ◽

1974 ◽

Vol 29 (1) ◽

pp. 276

Author(s):

John S. McCallum

Keyword(s):

Interest Rates ◽

Term Structure ◽

Bond Market ◽

Holding Period ◽

The Government ◽

Government Of Canada ◽

Period Return

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The Term Structure of Interest Rates and Holding-Period Yields on Government Securities

The Journal of Finance ◽

10.2307/2977993 ◽

1965 ◽

Vol 20 (3) ◽

pp. 444 ◽

Cited By ~ 1

Author(s):

Jacob B. Michaelsen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Holding Period

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THE TERM STRUCTURE OF INTEREST RATES AND HOLDING-PERIOD YIELDS ON GOVERNMENT SECURITIES*

The Journal of Finance ◽

10.1111/j.1540-6261.1965.tb02908.x ◽

1965 ◽

Vol 20 (3) ◽

pp. 444-463 ◽

Cited By ~ 1

Author(s):

Jacob B. Michaelsen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Holding Period

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Wartime finance and the term structure of interest rates

10.31274/rtd-180813-409 ◽

1969 ◽

Author(s):

Julian Howard Taylor

Keyword(s):

Interest Rates ◽

Term Structure

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Heterogeneous Beliefs and the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1021406 ◽

2007 ◽

Cited By ~ 1

Author(s):

Lue Wu

Keyword(s):

Interest Rates ◽

Term Structure ◽

Heterogeneous Beliefs

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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1456831 ◽

2009 ◽

Author(s):

Allan Sall Tang Andersen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments

SSRN Electronic Journal ◽

10.2139/ssrn.1787966 ◽

2011 ◽

Author(s):

Carles Vergara-Alert

Keyword(s):

Interest Rates ◽

Term Structure ◽

Short Term

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Demand and Supply Factors in the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.2273735 ◽

2013 ◽

Author(s):

Chen Guo

Keyword(s):

Interest Rates ◽

Term Structure ◽

Demand And Supply

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