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Discrete-Time Models of Bond Pricing · Study

ReportDiscrete-Time Models of Bond Pricing

David Backus1998

OA

Reportgreen1998

Discrete-Time Models of Bond Pricing

David Backus · Silverio Foresi · Chris I. Telmer

91 citations·0/0 files stored·National Bureau of Economic Research

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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2008Affine Term-Structure Models: Theory and Implementation 2008A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure 2007The consumption-based determinants of the term structure of discount rates 2002Asset Pricing with Observable Stochastic Discount Factors 2008Econometric Asset Pricing Modelling 2014THE CARMA INTEREST RATE MODEL 2003Applied quantitative methods for trading and investment 2008Default and the Maturity Structure in Sovereign Bonds

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Year1998

Typereport

Published1998-09-01

VenueNational Bureau of Economic Research

Languageen

Citations91

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.3386/w6736

openalex_workW1484904479

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