Term premiums in bond returns

[1]  E. Fama,et al.  The information in the term structure , 1984 .

[2]  R. Startz.  Do forecast errors or term premia really make the difference between long and short rates , 1982 .

[3]  Roger G. Ibbotson,et al.  Stocks, bonds, bills, and inflation : the past and the future , 1982 .

[4]  S. Ross,et al.  A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates , 1981 .

[5]  Douglas T. Breeden.  An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities , 1979 .

[6]  E. Fama,et al.  Forward rates as predictors of future spot rates , 1976 .

[7]  E. Fama.  Inflation Uncertainty and Expected Returns on Treasury Bills , 1976, Journal of Political Economy.

[8]  J. McCulloch,et al.  An Estimate of the Liquidity Premium , 1975, Journal of Political Economy.

[9]  R. C. Merton,et al.  AN INTERTEMPORAL CAPITAL ASSET PRICING MODEL , 1973 .

[10]  Richard Roll,et al.  The Behavior of Interest Rates. , 1972 .

[11]  D. F. Morrison,et al.  Multivariate Statistical Methods , 1968 .

[12]  Rupert G. Miller.  Simultaneous Statistical Inference , 1967 .

[13]  J. Lintner.  THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS , 1965 .

[14]  W. Sharpe.  CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* , 1964 .

[15]  D. Meiselman.  The term structure of interest rates , 1962 .

[16]  R. C. Bose,et al.  Simultaneous Confidence Interval Estimation , 1953 .