IMPUTED YIELDS OF A SINKING FUND BOND AND TERM STRUCTURE OF INTEREST RATES

被引：7

作者：

JEN, FC ^{[1
]}

WERT, JE ^{[1
]}

机构：

[1] SUNY BUFFALO, BUFFALO, NY USA

来源：

JOURNAL OF FINANCE | 1966年 / 21卷 / 04期

关键词：

D O I：

10.2307/2977527

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：697 / 713

页数：17

共 50 条

[1] TERM STRUCTURE OF BOND YIELDS - TERM STRUCTURE OF INTEREST RATES AND MATURITY COMPOSITION OF FEDERAL DEBT
WALLACE, N
[J]. JOURNAL OF FINANCE, 1967, 22 (02): : 301 - 312
[2] Long-term bond yields, monetary policy and the expectations hypothesis of the term structure of interest rates
Kugler, P
[J]. MONETARY POLICY AND INTEREST RATES, 1998, : 67 - 79
[3] Bond risk, bond return volatility, and the term structure of interest rates
Viceira, Luis M.
[J]. INTERNATIONAL JOURNAL OF FORECASTING, 2012, 28 (01) : 97 - 117
[4] EXPECTATIONS, BOND PRICES, AND THE TERM STRUCTURE OF INTEREST-RATES
MALKIEL, BG
[J]. QUARTERLY JOURNAL OF ECONOMICS, 1962, 76 (02): : 197 - 218
[5] A comment on bond risk, bond return volatility, and the term structure of interest rates
Heinen, Andreas
[J]. INTERNATIONAL JOURNAL OF FORECASTING, 2012, 28 (01) : 118 - 120
[6] Linkages in the term structure of interest rates across sovereign bond markets
Sowmya, Subramaniam
Prasanna, Krishna
Bhaduri, Saumitra
[J]. EMERGING MARKETS REVIEW, 2016, 27 : 118 - 139
[7] Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
Ou, Yangguoyi
[J]. JOURNAL OF BANKING & FINANCE, 2012, 36 (11) : 2988 - 3007
[8] The Term Structure of Interest Rates
Jarrow, Robert A.
[J]. ANNUAL REVIEW OF FINANCIAL ECONOMICS, 2009, 1 : 69 - 96
[9] THE TERM STRUCTURE OF INTEREST-RATES AND HOLDING-PERIOD YIELDS ON GOVERNMENT SECURITIES
MICHAELSEN, JB
[J]. JOURNAL OF FINANCE, 1965, 20 (03): : 444 - 463
[10] Pricing commodity spread options with stochastic term structure of convenience yields and interest rates
Nakajima K.
Maeda A.
[J]. Asia-Pacific Financial Markets, 2007, 14 (1-2) : 157 - 184

← 1 2 3 4 5 →