The Central Tendency: A Second Factor in Bond Yields
Author:
Publisher
MIT Press - Journals
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://www.mitpressjournals.org/doi/pdf/10.1162/003465398557339
Reference18 articles.
1. A continuous time approach to the pricing of bonds
2. Cointegration and Tests of Present Value Models
3. Yield Spreads and Interest Rate Movements: A Bird's Eye View
4. An Empirical Comparison of Alternative Models of the Short-Term Interest Rate
5. A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates
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