General equilibrium properties of the term structure of interest rates
Year of publication: |
1986
|
---|---|
Authors: | Benninga, Simon |
Other Persons: | Protopapadakis, Aris A. (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 16.1986, 3, p. 389-410
|
Subject: | Zinsstruktur | Yield curve |
-
Inferring volatility from the yield curve
Brousseau, Vincent, (2015)
-
Forecasting interest rates using geostatistical techniques
Arbia, Giuseppe, (2015)
-
Transmission of volatility of money market overnight repo rate along the Yield Curve in Pakistan
Mahmood, Asif, (2015)
- More ...
-
Leverage, time preference, and the "equity premium puzzle"
Benninga, Simon, (1990)
-
The equilibrium pricing of exchange rates and assets when trade takes time
Benninga, Simon, (1988)
-
The stock market premium, production, and relative risk aversion
Benninga, Simon, (1991)
- More ...