Front matter, THE CYCLICAL BEHAVIOR OF THE TERM STRUCTURE OF INTEREST RATES. (p. -12 - 0) (bibliographic info) (download)

INTRODUCTION AND SUMMARY OF PRINCIPAL FINDINGS. (p. 1 - 4) (bibliographic info) (download)

1. EXPLANATIONS OF THE TERM STRUCTURE OF INTEREST RATES. (p. 5 - 43) (bibliographic info) (download)

2. WHY LIQUIDITY PREFERENCE EXISTS . (p. 44 - 58) (bibliographic info) (download)

3. HOW SHORT- AND LONG-TERM INTEREST RATES . (p. 59 - 80) (bibliographic info) (download)

4. THE APPLICATION OF THE LIQUIDITY PREFERENCE AND EXPECTATIONS HYPOTHESES TO THE CYCLICAL BEHAVIOR OF INTEREST RATES. (p. 81 - 95) (bibliographic info) (download)

5. CONCLUSIONS AND IMPLICATIONS FOR FURTHER RESEARCH. (p. 96 - 100) (bibliographic info) (download)

6. DIRECTOR' S COMMENT. (p. 101 - 102) (bibliographic info) (download)

7. APPENDICES. (p. 103 - 113) (bibliographic info) (download)