A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates-Reference-Cited by-同舟云学术

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A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates

Published:1981-09 Issue:4 Volume:36 Page:769-799
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

COX JOHN C.,INGERSOLL JONATHAN E.,ROSS STEPHEN A.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference38 articles.

1. A Model of the Term Structure of Interest Rates;Bierwag;Review of Economics and Statistics,February 1967

2. An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities;Breeden;Journal of Financial Economics,September 1979

3. Prices of StateContingent Claims Implicit in Option Prices;Breeden;Journal of Business,October 1978

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