A Theory of the Nominal Term Structure of Interest Rates-Reference-Cited by-同舟云学术

A Theory of the Nominal Term Structure of Interest Rates

Published:1992-10 Issue:4 Volume:5 Page:531-552
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Constantinides George M.

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/5/4/531/5310801/050531.pdf

Reference29 articles.

1. Beaglehole D. R. Tenney M. S. , 1990, “Correction and Additions to ‘A Nonlinear General Equilibrium Model of the Term Structure of Interest Rates,’” working paper, University of Chicago.

2. A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options

3. A continuous time approach to the pricing of bonds

4. Bond and Stock Returns in a Simple Exchange Model

Cited by 283 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

1. Modeling volatility in dynamic term structure models;Journal of Financial Economics;2024-11

2. A recursive method for fractional Hawkes intensities and the potential approach of credit risk;Journal of Computational and Applied Mathematics;2024-10

3. Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction;The Review of Asset Pricing Studies;2023-06-20

4. Less-expensive long-term annuities linked to mortality, cash and equity;Annals of Actuarial Science;2022-07-28

5. Volatility Level Dependence and Linear-Rational Term Structure Models;Emerging Markets Finance and Trade;2022-04-28