Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates?

A-Tier
Journal: Journal of Finance
Year: 1990
Volume: 45
Issue: 1
Pages: 245-57

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper examines whether futures market data can be used to understand the behavior of real interest rates. Several ways of examining the data indicate that futures market data are not particularly informative about real interest rates. No only does this evidence cast some doubt on results in previous research that make use of futures market data to draw inferences about real interest rates, but it also indicates that future research on real interest rates may need to turn to a different line of attack. Copyright 1990 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:45:y:1990:i:1:p:245-57
Journal Field
Finance
Author Count
1
Added to Database
2026-01-26