Interest rate volatility and the term structure : a two factor general equilibrium model
Year of publication: |
1992
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Authors: | Longstaff, Francis A. |
Other Persons: | Schwartz, Eduardo S. (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 47.1992, 4, p. 1259-1282
|
Subject: | Zinsstruktur | Yield curve | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory | USA | United States | 1964-1989 |
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