Term-structure forecasts of interest rates, inflation and real returns

EF Fama - Journal of Monetary Economics, 1990 - Elsevier
The one-year expected inflation rate and the expected real return on one-year bonds move
opposite one another. The result is that the term structure shows little power to forecast near …

[引用][C] Term-structure forecasts of interest rates, inflation and real returns

EF Fama - Journal of Monetary Economics, 1990 - ideas.repec.org
Term-structure forecasts of interest rates, inflation and real returns IDEAS home Advanced search
Economic literature: papers, articles, software, chapters, books. Authors Institutions Rankings …

[PDF][PDF] TERM-STRUCTURE FORECASTS OF INTEREST RATES, INFLATION, AND REAL RETURNS

F Eugene - Journal of Monetary Economics, 1990 - pages.stern.nyu.edu
The one-year expected inflation rate and the expected real return on one-year bonds move
opposite one another. The result is that the term structure shows little power to forecast near …

[PDF][PDF] TERM-STRUCTURE FORECASTS OF INTEREST RATES, INFLATION, AND REAL RETURNS

F Eugene - Journal of Monetary Economics, 1990 - people.stern.nyu.edu
The one-year expected inflation rate and the expected real return on one-year bonds move
opposite one another. The result is that the term structure shows little power to forecast near …

[引用][C] Term-structure forecasts of interest rates, inflation and real returns

E Fama - Journal of Monetary Economics, 1990 - econpapers.repec.org
EconPapers: Term-structure forecasts of interest rates, inflation and real returns EconPapers
Economics at your fingertips EconPapers Home About EconPapers Working Papers Journal …

[PDF][PDF] TERM-STRUCTURE FORECASTS OF INTEREST RATES, INFLATION, AND REAL RETURNS

F Eugene - Journal of Monetary Economics, 1990 - pages.stern.nyu.edu
The one-year expected inflation rate and the expected real return on one-year bonds move
opposite one another. The result is that the term structure shows little power to forecast near …

[PDF][PDF] TERM-STRUCTURE FORECASTS OF INTEREST RATES, INFLATION, AND REAL RETURNS

F Eugene - Journal of Monetary Economics, 1990 - people.stern.nyu.edu
The one-year expected inflation rate and the expected real return on one-year bonds move
opposite one another. The result is that the term structure shows little power to forecast near …