SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Some international evidence on the stochastic behavior of interest rates · Study

ArticleShelves

ArticleSome international evidence on the stochastic behavior of interest rates

Unknown author1995

Article1995

Some international evidence on the stochastic behavior of interest rates

Unknown author

44 citations·0/0 files stored·Journal of International Money and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Monetary Policy and Economic Impact Financial Markets and Investment Strategies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 44 citations exist upstream.

References

1985A Theory of the Term Structure of Interest Rates 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1977An equilibrium characterization of the term structure 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation 1981Martingales and stochastic integrals in the theory of continuous trading 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate 1986Term Structure Movements and Pricing Interest Rate Contingent Claims

Cited by

1998Continuous-time short term interest rate models 2000Further evidence on alternative continuous time models of the short-term interest rate 2007An analytic approximation formula for pricing zero-coupon bonds

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 14 shared references 2002Pricing Interest Rate Derivatives: A General Approacharticle · 11 shared references 1994Multi-factor term structure modelsarticle · 11 shared references 1995Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamicsarticle · 10 shared references 1995Testing for continuous-time models of the short-term interest ratearticle · 10 shared references 1994A survey of stochastic continuous time models of the term structure of interest ratesarticle · 10 shared references

Details

Year1995

Typearticle

Published1995-10-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations44

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/0261-5606(95)00030-i

openalex_workW2013759065

Links

Imported from OpenAlex (CC0) — nothing here is generated.