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

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

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

1975 ◽  
Vol 30 (2) ◽  
pp. 307 ◽  
Author(s):  
John S. McCallum
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Holding Period ◽  
Period Return

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

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

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

1965 ◽  
Vol 20 (3) ◽  
pp. 444 ◽  
Author(s):  
Jacob B. Michaelsen
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Holding Period

Abstract: Exchange Rate Risk, Foreign-Pay Bond Issues and the Financial Behavior of Canadian Corporations

1977 ◽  
Vol 12 (4) ◽  
pp. 633-633
Author(s):  
Karl A. Stroetmann
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Bond Market ◽  
Financial Behavior ◽  
Exchange Rate Risk ◽  
Closed Economy ◽  
Abstract Exchange ◽  
Bond Issues ◽  
Basic Ideas ◽  
Financial Transactions

Some basic ideas of a model of the international term structure of interest rates are outlined. Based on Roll's (1970) theory of equilibrium interest rates in an efficient bond market of a closed economy, we show that the term structure of interest rates in countries whose residents engage in international financial transactions is a function of domestic and foreign traders' expectations of future domestic and foreign spot interest rates, or their degree of risk aversion, and of differences in time preferences.

scholarly journals Some Lessons from the Yield Curve

1995 ◽  
Vol 9 (3) ◽  
pp. 129-152 ◽  
Author(s):  
John Y Campbell
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Yield Curve ◽  
Bond Market ◽  
Expectations Hypothesis ◽  
Expectation Hypothesis ◽  
Maturity Structure ◽  
Short And Long Term ◽  
The U.S

This paper reviews the literature on the relation between short- and long-term interest rates. It summarizes the mixed evidence on the expectation hypothesis of the term structure: when long rates are high relative to short rates, short rates tend to rise as implied by the expectations hypothesis, but long rates tend to fall, which is contrary to the expectations hypothesis. The paper discusses the response of the U.S. bond market to shifts in monetary policy in the spring of 1994 and reviews the debate over the optimal maturity structure of the U.S. government debt.

scholarly journals Estimating Multi-factor CIR models of the Term Structure of Interest Rates in Korea Bond Market

2015 ◽  
Vol 14 (1) ◽  
pp. 35-64
Author(s):  
하태형 ◽  
임병화
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Bond Market
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