Author:
Das Sanjiv Ranjan,Foresi Silverio
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Finance
Reference18 articles.
1. Ahn, Chang Mo, and Howard E. Thompson. (1988). ?Jump-Diffusion Processes and the Term Structure of Interest Rates.?Journal of Finance 43, 155?174.
2. Balduzzi, Pierluigi, Giuseppe Bertola, and Silverio Foresi. (1993). ?A Model of Target Changes and the Term Structure of Interest Rates.? NBER Working Paper No. 4347.
3. Balduzzi, Pierluigi, Sanjiv Das, and Silverio Foresi. (1995). ?The Central Tendency: A Second Factor in Bond Yields.? Unpublished manuscript, New York University.
4. Bates, David. S. (1993). ?Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options.? NBER Working Paper No. 4596, forthcomingReview of Financial Studies.
5. Constantinides, George. (1992). ?A Theory of the Nominal Term Structure of Interest Rates.?Review of Financial Studies 5(4), 531?552.
Cited by
91 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献