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
收藏
页码:697 / 713
页数:17
相关论文
共 50 条
  • [41] Macro factors and the term structure of interest rates
    Dewachter, H
    Lyrio, M
    JOURNAL OF MONEY CREDIT AND BANKING, 2006, 38 (01) : 119 - 140
  • [42] The Term Structure of Interest Rates as a Random Field
    Goldstein, Robert S.
    JOURNAL OF FINANCE, 1997, 52 (03): : 1228 - 1229
  • [43] Stable distributions and the term structure of interest rates
    Dostoglou, SA
    Rachev, ST
    MATHEMATICAL AND COMPUTER MODELLING, 1999, 29 (10-12) : 57 - 60
  • [44] Macro risks and the term structure of interest rates
    Bekaert, Geert
    Engstrom, Eric
    Ermolov, Andrey
    JOURNAL OF FINANCIAL ECONOMICS, 2021, 141 (02) : 479 - 504
  • [45] Liquidity risk and the term structure of interest rates
    Robert A. Jarrow
    Alexandre F. Roch
    Mathematics and Financial Economics, 2015, 9 : 57 - 83
  • [46] The term structure of interest rates as a random field
    Goldstein, RS
    REVIEW OF FINANCIAL STUDIES, 2000, 13 (02): : 365 - 384
  • [47] SPECTRAL ANALYSIS OF TERM STRUCTURE OF INTEREST RATES
    GRANGER, CWJ
    REES, HJB
    REVIEW OF ECONOMIC STUDIES, 1968, 35 (01): : 67 - 76
  • [48] Global Factors in the Term Structure of Interest Rates
    Abbritti, Mirko
    Dell'Erba, Salvatore
    Moreno, Antonio
    Sola, Sergio
    INTERNATIONAL JOURNAL OF CENTRAL BANKING, 2018, 14 (02): : 301 - 339
  • [49] Approximating the term structure of interest rates in Japan
    Yu, SW
    APPLIED ECONOMICS LETTERS, 1999, 6 (07) : 403 - 407
  • [50] THE TERM STRUCTURE OF INTEREST-RATES - REPLY
    CULBERTSON, JM
    QUARTERLY JOURNAL OF ECONOMICS, 1963, 77 (04): : 691 - 696