A theory of the term structure of interest rates

John C. Cox, Jonathan E. Ingersoll Junior and Stephen Ross

RAE - Revista de Administração de Empresas, 2007, vol. 47, issue 2

Abstract: The paper proposes an intertemporal general asset pricing model to study the term structure of interest rates.

Date: 2007
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Related works:
Chapter: A THEORY OF THE TERM STRUCTURE OF INTEREST RATES (2005)
Journal Article: A Theory of the Term Structure of Interest Rates (1985)
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Persistent link: https://EconPapers.repec.org/RePEc:fgv:eaerae:v:47:y:2007:i:2:a:36896

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