期刊論文1. | Fama, E. F.(1976)。Forward rates as predictors of future spot rates。Journal of Financial Economics,3,361-377。 |
2. | Fama, E. F.(1984)。Term Premiums in Bond Returns。Journal of Financial Economics,13,529-546。 |
3. | 莊武仁、張福興(1993)。台灣地區貨幣市場利率期限結構與物價上漲關係之實證研究。台灣銀行季刊,44(3)。 延伸查詢 |
4. | McCulloch, J. Huston(1987)。The Monotonicity of the Term Premium。Journal of Financial Economics,18,185-192。 |
5. | Cornell, B.(1990)。Measuring the Term Premium: An Empirical Note。Journal of Economics and Business,42(1),89-92。 |
6. | Cox, R.、Vetter, D.(1993)。The Performance of The Money Market: A Historical Perspective (1938-1989)。Journal of Cash Management,13(3),60-63。 |
7. | Fama, E.(1976)。Inflation Uncertainty and Expected Returns on Treasury Bills。Journal of Political Economy,84,427-448。 |
8. | Fama, E.(1984)。The Information in the Term Structure。Journal of Financial Economics,13,509-528。 |
9. | Fama, E.(1986)。Term Premiums and Default Premiums in Money Market。Journal of Financial Economics,17,175-196。 |
10. | Mishkin, F.(1990)。What Does the Term Structure Tell us about Future Inflation?。Journal of Monetary Economics,25,77-95。 |
11. | Startz, R.(1982)。Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?。Journal of Financial Economics,10,323-329。 |
12. | Cox, J.、Ingersoll, J.、Ross, S.(1985)。An Intertemporal General Equilibrium Model of Asset Prices。Econometrica,53,363-384。 |
13. | Merton, Robert C.(1974)。On the Pricing of Corporate Debt: The Risk Structure of Interest Rates。The Journal of Finance,29(2),449-470。 |
14. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 |
15. | Cox, John C.、Ingersoll, Jonathan E. Jr.、Ross, Stephen A.(1985)。A Theory of the Term Structure of Interest Rates。Econometrica,53(2),385-407。 |