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An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Bühler, Wolfgang; Uhrig-Homburg, Marliese; Walter, Ulrich - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 269-305
Persistent link: https://www.econbiz.de/10001355209
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Ex ante bond returns and the liquidity preference hypothesis
Boudoukh, Jacob (contributor) - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 1153-1167
Persistent link: https://www.econbiz.de/10001395714
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Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R. (contributor) - American Finance Association - 1999
Persistent link: https://www.econbiz.de/10001395744
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Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
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Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
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Time varying term premia and traditional hypotheses about the term structure
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1307-1314
Persistent link: https://www.econbiz.de/10001098060
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The term structure of interest rates in a partially observable economy
Feldman, David - In: The journal of finance : the journal of the American … 44 (1989) 3, pp. 789-812
Persistent link: https://www.econbiz.de/10001072865
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New hope for the expectations hypothesis of the term structure of interest rates
Froot, Kenneth - In: The journal of finance : the journal of the American … 44 (1989) 2, pp. 283-305
Persistent link: https://www.econbiz.de/10001072936
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The empirical implications of the Cox, Ingersoll, Ross theory of the term structure of interest rates
Brown, Stephen J. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 617-630
Persistent link: https://www.econbiz.de/10001047824
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Term structure movements and pricing interest rate contingent claims
Ho, Thomas S. Y. - In: The journal of finance : the journal of the American … 41 (1986) 5, pp. 1011-1029
Persistent link: https://www.econbiz.de/10001015026