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Yield curve
Theorie
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Ross, Stephen A.
7
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Dybvig, Philip H.
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Journal of financial economics
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The international library of critical writings in financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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A theory of the term structure of interest rates
Cox, John C.
;
Ingersoll jr., Jonathan E.
;
Ross, Stephen A.
- In:
Econometrica : journal of the Econometric Society, an …
53
(
1985
)
2
,
pp. 385-407
Persistent link: https://www.econbiz.de/10002034261
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2
The term structure of real interest rates and the Cox, Ingersoll and Ross model
Brown, Roger H.
- In:
Journal of financial economics
35
(
1994
)
1
,
pp. 3-42
Persistent link: https://www.econbiz.de/10001153759
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3
Valuation: the general theory
Ross, Stephen A.
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001510310
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4
Testing, portfolio management and special effects
Ross, Stephen A.
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001510311
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5
Long forward and zero-coupon rates can never fall
Dybvig, Philip H.
- In:
The journal of business : B
69
(
1996
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001196031
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6
Notes on the Yield Curve
Martin, Ian
;
Ross, Stephen A.
-
2018
Persistent link: https://www.econbiz.de/10011981892
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7
Notes on the yield curve
Martin, W. R.
;
Ross, Stephen A.
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 669-688
Persistent link: https://www.econbiz.de/10012168669
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8
Notes on the yield curve
Martin, Ian
;
Ross, Stephen A.
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 689-702
Persistent link: https://www.econbiz.de/10012168673
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