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Intertemporal capital asset pricing and the term structure of interest rates
Marsh, Terry Alan, (1981)
Testing the term structure implications of an intertemporal asset pricing model using Argentine data
Leiderman, Leonardo, (1984)
Term structure variance bounds and time varying liquidity premia
Amsler, Christine, (1984)
The term structure of interest rates in an expanded market model
Amsler, Christine Elaine, (1980)
The Fisher effect : sometimes inverted, sometimes not ?
Amsler, Christine Elaine, (1986)
What determines expected real interest rates?
Amsler, Christine Elaine, (1985)