Article1962

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

101 citations0/0 files storedThe Quarterly Journal of Economics

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

Abstract

Introduction, 197. — The mathematics of bond prices, 199. — Expectations and the term structure of rates, 206. — Altering some of the assumptions, 214. Concluding remarks, 218.

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