Rodney L Jacobs
Biographic Data
| ID | 5851961 |
|---|---|
| NAME | Rodney L Jacobs |
| GIVEN NAMES | Rodney L |
| FAMILY NAME | Jacobs |
| SIGNATURE | JACOBS R L |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1974 |
| LATEST PUBLICATION YEAR | 1980 |
| H-INDEX | 0 |
The Treasury-Bill Futures Market
A model of the Treasury-bill futures market of the risk-premium augmented expectations variety is developed and estimated for the period March 1976 to July 1978. For that period we conclude that (1) futures interest rates deviate significantly from the corresponding forward rates implicit in the spot-market yield curve; (2) the hypothesis that expectations about the level of and trend in interest rates are formed adaptively from past spot rates f…
Estimating the Long-Run Demand for Money from Time-Series Data
No prominent works on this page.
Estimating the Long-Run Demand for Money from Time-Series Data
The Treasury-Bill Futures Market
A model of the Treasury-bill futures market of the risk-premium augmented expectations variety is developed and estimated for the period March 1976 to July 1978. For that period we conclude that (1) futures interest rates deviate significantly from the corresponding forward rates implicit in the spot-market yield curve; (2) the hypothesis that expectations about the level of and trend in interest rates are formed adaptively from past spot rates f…
Economics (2 works) · Monetary economics (2 works) · Monetary Policy and Economic Impact (2 works) · Econometrics (1 work) · Economic history (1 work) · Economics of Agriculture and Food Markets (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · Forward market (1 work) · Forward rate (1 work)