A Simple Approach to Three-Factor Affine Term Structure Models
- 31 December 1996
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 6 (3) , 43-53
- https://doi.org/10.3905/jfi.1996.408181
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest RatesThe Journal of Fixed Income, 1993
- Common Factors Affecting Bond ReturnsThe Journal of Fixed Income, 1991
- Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey DataThe Review of Financial Studies, 1991
- Pricing Interest-Rate-Derivative SecuritiesThe Review of Financial Studies, 1990
- A Theory of the Term Structure of Interest RatesEconometrica, 1985