Real and nominal interest rates : a discrete-time model and its continuous-time limit
Year of publication: |
1992
|
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Authors: | Sun, Tong-sheng |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 5.1992, 4, p. 581-611
|
Subject: | Zinsstruktur | Yield curve | Realzins | Real interest rate | Allgemeines Gleichgewicht | General equilibrium | CAPM | Theorie | Theory | Öffentliche Anleihe | Public bond | USA | United States | 1971-1986 |
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