A test of the Cox, Ingersoll, and Ross model of the term structure
Michael R. Gibbons ; Krishna Ramaswamy
| Year of publication: |
1993
|
|---|---|
| Authors: | Gibbons, Michael R. |
| Other Persons: | Ramaswamy, Krishna (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 6.1993, 3, p. 619-658
|
| Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | CAPM | Theorie | Theory | Schätzung | Estimation | Öffentliche Anleihe | Public bond | USA | United States | 1964-1989 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001159893