SOME EMPIRICAL ESTIMATES OF THE RISK STRUCTURE OF INTEREST-RATES

被引：89

作者：

SARIG, O ^{[1
]}

WARGA, A ^{[1
]}

机构：

[1] COLUMBIA UNIV,DEPT FINANCE,NEW YORK,NY 10027

来源：

JOURNAL OF FINANCE | 1989年 / 44卷 / 05期

关键词：

D O I：

10.2307/2328646

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1351 / 1360

页数：10

共 50 条

[1] MONEY DEMAND AND THE TERM STRUCTURE OF INTEREST-RATES - SOME CONSISTENT ESTIMATES
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[3] THE DEGREE OF FISCAL ILLUSION IN INTEREST-RATES - SOME DIRECT ESTIMATES
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[4] INTEREST-RATE RISK AND THE TERM STRUCTURE OF INTEREST-RATES
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[J]. JOURNAL OF POLITICAL ECONOMY, 1965, 73 (04) : 344 - 351
[5] THE CASE OF THE NEGATIVE NOMINAL INTEREST-RATES - NEW ESTIMATES OF THE TERM STRUCTURE OF INTEREST-RATES DURING THE GREAT-DEPRESSION
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[6] THE TERM STRUCTURE OF EUROMARKET INTEREST-RATES - AN EMPIRICAL-INVESTIGATION
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[7] ORA THE TERM STRUCTURE OF INTEREST-RATES - EMPIRICAL RESULTS FOR GERMANY
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[J]. STATISTICAL PAPERS, 1995, 36 (03) : 193 - 214
[8] NEW ESTIMATES OF THE TERM STRUCTURE OF INTEREST-RATES - 1920-1939
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[J]. JOURNAL OF FINANCIAL RESEARCH, 1985, 8 (04) : 297 - 306
[9] MONEY, INTEREST-RATES, AND RISK
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[10] LUTZ AND THE STRUCTURE OF INTEREST-RATES
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