The Equilibrium Yield Curve for Government Securities

Author:

Ayres Herbert F.,Barry John Y.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Cited by 10 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. Optimal Portfolio Decision Rule Under Nonparametric Characterization of the Interest Rate Dynamics;Journal of Optimization Theory and Applications;2013-03-20

2. Dynamic strategies for fixed-income investment;Applied Economics;2008-05

3. The Pricing of Interest Rate and Credit Risks in Equity Returns: An Empirical Cross-Country Comparison;SSRN Electronic Journal;2002

4. Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model;SSRN Electronic Journal;1999

5. Interest rate volatility and the shape of the term structure;Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences;1994-06-15

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