Кривая доходности

Литература:

Böhm-Bawerk E. von. Capital and interest : a critical history of economical theory / transl. with a pref. by W. Smart. – London ; New York : Macmillan and Co, 1890.

Fisher I. Appreciation and interest : a study of the influence of monetary appreciation and depreciation on the rate of interest with applications to the bimetallic controversy and the theory of interest. – New York : Macmillan Co., 1896. – (Publications of the American Economic Association ; vol. 11, № 4).

Fisher I. The theory of interest : as determined by impatience to spend income and opportunity to invest it . – New York : Macmillan Co., 1930.

Lutz F. A. The structure of interest rates // The quarterly journal of economics. – 1940. – Vol. 55, № 1. – P. 36–63.

Hicks J. R. Value and capital : an inquiry into some fundamental principles of economic theory. – 2nd ed. – Oxford : Clarendon Press, 1946.

Culbertson J. M. The term structure of interest rates // The quarterly journal of economics. – 1957. – Vol. 71, № 4. – P. 485–517.

Modigliani F. Innovations in interest rate policy / F. Modigliani, R. Sutch // The American economic review. – 1966. – Vol. 56, № 1/2. – P. 178–197.

Homer S. Inside the yield book : new tools for bond market strategy / S. Homer, M. L. Leibowitz. – Englewood Cliffs, NJ : Prentice-Hall, 1972.

Cox J. C. A re-examination of traditional hypotheses about the term structure of interest rates / J. C. Cox, J. E. Ingersoll, S. A. Ross // The journal of finance. – 1981. – Vol. 36, № 4. – P. 769–799.

Adrian T. Monetary tightening cycles and the predictability of economic activity / T. Adrian, A. Estrella // Economics letters. – 2008. – Vol. 99, № 2. – P. 260–264.

Фабоцци Ф. Д. Рынок облигаций : анализ и стратегии / пер. с англ. В. Ионова. – 9-е изд., испр. и доп. – Москва : Альпина Паблишер, 2020.

Fabozzi F. J. The structure of interest r ates // The handbook of fixed income securities / ed. by F. J. Fabozzi, S. V. Mann. – 9th ed. – New York : McGraw-Hill Education, 2021. – P. 39–60.

Ilmanen A. Overview of forward rate analysis // The handbook of fixed income securities / ed. by F. J. Fabozzi, S. V. Mann. – 9th ed. – New York : McGraw-Hill Education, 2021. – P. 691–713.

Интернет-ресурсы:

Yield Curve and Predicted GDP Growth // Federal Reserve Bank of Claveland. - Дата обновления: 22 декабря 2022.