General equilibrium properties of the term structure of interest rates
- 31 July 1986
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 16 (3) , 389-410
- https://doi.org/10.1016/0304-405x(86)90036-x
Abstract
No abstract availableKeywords
All Related Versions
This publication has 20 references indexed in Scilit:
- Consumption, production, inflation and interest rates: A synthesisJournal of Financial Economics, 1986
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- Real and Nominal Interest Rates under Uncertainty: The Fisher Theorem and the Term StructureJournal of Political Economy, 1983
- A Re-Examination of Traditional Hypotheses about the Term Structure of Interest RatesThe Journal of Finance, 1981
- State Preference and the Riskless Interest Rate: A Markov Model of Capital MarketsThe Review of Economic Studies, 1979
- Portfolio choice and flexibility: The precautionary motiveJournal of Monetary Economics, 1978
- On the term structure of interest ratesJournal of Financial Economics, 1978
- Flexibility and the demand for moneyJournal of Economic Theory, 1974
- The Role of Securities in the Optimal Allocation of Risk-bearingThe Review of Economic Studies, 1964
- The Term Structure of Interest RatesThe Quarterly Journal of Economics, 1957