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Tests of the rational expectations model of the term structure of U. K. interest rates
Attfield, C. L. F., (1982)
Forecasting long-term interest rates : a new method
Horan, Lawrence J., (1978)
Rational expectations and the expectations model of the term structure : a test using weekly data
Jones, David S., (1983)
Modelling fixed income securities and interest rate options
Jarrow, Robert A., (1996)
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A., (1999)
A characterization theorem for unique risk neutral probability measures
Jarrow, Robert A., (1986)