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Stambaugh, Robert F. "The Information in Forward Rates: Implications for Models of the Term Structure." Journal of Financial Economics,1988, 21(1), pp. 41-70.
Fama, Eugene F., and G. William Schwert, 1977, Human capital and capital market equilibrium,Journal of Financial Economics 4, 115-146.

working paper的版本不要。要发表的版本。谢谢。

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关键词：英文文献 Implications Implication equilibrium information 求助 文献 英文 每篇

我有哦，但怎么给你呢？
1# gxl0814

The Information in Forward Rates: Implications for Models of the Term Structure

Abstract
Term-structure models from Cox, Ingersoll, and Ross (1985) imply that conditional expected discrete-period returns on discount instruments are linear functions of forward rates. Tests reject a single-latent-variable model of expected returns on U.S. Treasury bills, but two or three latent variables appear to describe expected returns on bills of all maturities. Expected returns estimated using two-latent-variables exhibit variation with business cycles similar to what Fama (1986) observes for forward rates. Inverted term structures precede recessions and upward-sloping structures precede recoveries.

具体文章暂时没找到有下载的~~

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2010-1-13 22:18:25 上传

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好的，交易成功。同样感谢2，3楼，以后也请多支持。。。

sharing。。。。。。。。。。。。。