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The Term Structure of Interest Rates

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References

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Cited by

1983Commentary on the makridakis time series competition (M‐competition)50 cited
1970MODELS OF EQUITY VALUATION: THE GREAT SERM BUBBLE42 cited
1976AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES*38 cited
1981The Determinants of the Treasury Security Yield Curve32 cited
1967THE EFFECT OF CALL RISK ON CORPORATE* BOND YIELDS25 cited
1974

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CORRECTING THE YIELD CURVE: A RE‐INTERPRETATION OF THE DURATION PROBLEM

23 cited

1975THE TERM STRUCTURE OF INTEREST RATES: A TEST OF THE EXPECTATIONS HYPOTHESIS20 cited

1969EXPECTATIONS, RISK AVERSION AND THE EXPECTATIONS THEORY: AN ATTEMPT AT CLARIFICATION(*)0 cited