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- W2118361277 abstract "In an article published earlier in this journal [4], we studied the term structure of interest fates in a dynamic context. Instead of focusing on the yield curve at a point in time, we investigated the joint movement of short and long-term interest rates through time. We compared the cyclical behavior of the ninety-day Treasury bill rate and the ten-year U.S. government bond rate by using cross-spectral analysis. The data used for the analysis were obtained from regression-fitted yield curves. These fitted yield curves enabled us to obtain the monthly yields of securities of prespecified term to maturity. The derivation was done in a precise manner which at the same time is in line with most of the previous term structure studies." @default.
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- W2118361277 date "1971-06-01" @default.
- W2118361277 modified "2023-09-24" @default.
- W2118361277 title "More on the Short Cycles of Interest Rates" @default.
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- W2118361277 doi "https://doi.org/10.2307/2329921" @default.
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