Abstract

Aheam, Louise, and Janice Peskin, Market Performance as Reflected in Aggregative Indicators, in Joint Treasury-Federal Reserve Study of the U.S. Government Securities Market: Staff Studies-Part 2 (Washington, D.C.: Board of Governors of the Reserve System, 1971), 93-153. Bierwag, G. O., and M. A. Grove, Model of the Term Structure of Interest this REVIEW 34 (Feb. 1967), 50-62. Culbertson, John M., Term Structure of Interest Quarterly Journal of Economics 71 (Nov. 1957), 485-517. Echols, Michael E., and Jan Walter Elliott, Quantitative Yield Curve Model for Estimating the Term Structure of Interest Journal of Financial and Quantitative Analysis (Mar. 1976), 87-114. Garbade, Kenneth D., and William L. Silber, Price Dispersion in the Government Securities Market, Journal of Political Economy 84 (June 1976), 721-740. Goldberger, Arthur S., Topics in Regression Analysis (London: Macmillan, 1968). Hicks, John R., Value and Capital (2nd edition) (Oxford: Clarendon Press, 1946). Kessel, Reuben A., The Cyclical Behavior of the Term Structure of Interest Rates, occasional paper 91 (New York: National Bureau of Economic Research, 1965). McCulloch, J. Huston, Measuring the Term Structure of Interest Journal of Business 44 (Jan. 1971), 19-31 . , Tax-Adjusted Yield Curve, Journal of Finance 30 (June 1975), 811-830. Malkiel, Burton G., The Term Structure of Interest Rates (Princeton: Princeton University Press, 1966). Meiselman, David, The Term Structure of Interest Rates (Englewood Cliffs, N.J.: Prentice-Hall, 1962). Modigliani, Franco, and Richard Sutch, Innovations in Interest Rate Policy, American Economic Association: Papers and Proceedings 56 (May 1966), 178-197. , Management and the Term Structure of Interest Rates: An Empirical Analysis, Journal of Political Economy 75 (Aug. 1967, Supplement), 569-589. , Term Structure of Interest Rates: A Reexamination of the Evidence, Journal of Money, Credit, and Banking 1 (Feb. 1969), 112-120. Peskin, Janice, Federal Agency Debt and its Secondary Market, in Joint Treasury-Federal Reserve Study of the U.S. Government Securities Market: Staff Studies-Part 2 (Washington, D.C.: Board of Governors of the Reserve System, 1971), 33-91. Theil, Henri, Principles of Econometrics (New York: Wiley, 1971).

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