Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Reference3 articles.
1. Brown, S, and Dybvig, P. ?The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates.? Journal of Finance 41 (July 1986), 616?29.
2. Cox, J.; Ingersoll. J.; and Ross, S. ?A Theory of the Term Structure of Interest Rates.? Econometrica 53 (March 1985), 385?407.
3. Sparks, A. ?The Citicorp Prepayment Model.? Mortgage Research 2:2 (November 1987).
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