A theory of the term structure of interest rates
Year of publication: |
1985
|
---|---|
Authors: | Cox, John C. ; Ingersoll jr., Jonathan E. ; Ross, Stephen A. |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 53.1985, 2, p. 385-407
|
Subject: | Kapitalzinsstruktur | Zinsstruktur | Yield curve | Theorie | Theory |
-
The term structure of interest rates in an expanded market model
Amsler, Christine Elaine, (1980)
-
Term structure variance bounds and time varying liquidity premia
Amsler, Christine, (1984)
-
A model of the term structure of interest rates
Quesada, Javier, (1980)
- More ...
-
An intertemporal general equilibrium model of asset prices
Cox, John C., (1985)
-
The relation between forward prices and futures prices
Cox, John C., (1981)
-
The relation between forward prices and futures prices
Cox, John C., (1981)
- More ...