The 8 references in paper Basma Bekdache, Christopher F. Baum (1998) “Modeling fixed income excess returns” / RePEc:boc:bocoec:409

1
Econometric Reviews Journal of Financial Research Bayesian inference in statistical analysis Journal of Economic Perspectives 1997 CRSP Monthly US Gov
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2
Addison-Wesley Publishing Co. [5] Campbell, John Y., 1995, Some lessons from the yield curve,, 9:3, 129-152. [6] Center for Research on Securities Prices, 1997, University of Chicago.
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3
File Guide. 1997 CRSP US Government Bond File Guide. [7] Center for Research on Securities Prices, 1997, University of Chicago. [8] Engle, Robert F., Lilien, David M. and Russell P. Robins,
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4
Econometrica Journal of Monetary Economics [10] Nelson, Daniel B., 1991, Conditional heteroskedasticity in asset returns: A new approach, 59:2, 347-370.
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5
Econometrica Handbook of [11] Shiller, Robert J., 1990, The term structure of interest rates, Chapter 13 in , Benjamin M. Friedman and Frank H. Hahn, eds. Amsterdam:
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6
Monetary Economics, Volume 1
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North-Holland. [12] Shiller, Robert J., Campbell, John Y. and K. L. Schoenholtz, 1983, Forward rates and future policy: Interpreting the term structure of interest rates, , 1:173-217.
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8
Brookings Papers on Economic Activity [13] Tzavalis, E. and M.R. Wickens, 1997, Explaining the failures of the term spread models of the Journal of Money, Credit, and Banking rational expectations hypothesis of the term structure, 29:3, 364-379.
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