Expectations, Bond Prices, and the Term Structure of Interest Rates

• 1 May 1962
• journal article
• Published by Oxford University Press (OUP) in The Quarterly Journal of Economics
• Vol. 76  (2) , 197-218
• https://doi.org/10.2307/1880816

Abstract

Keywords

• BOND PRICES
• TERM STRUCTURE
• CONCLUDING REMARKS
• INTEREST RATES
• ASSUMPTIONS
• MATHEMATICS
• EXPECTATIONS