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The term structure of interest rates
14 references·1 citing·34 second hop
The term structure of interest rates (1996)The term structure of interest ratesFrom ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)From ‘Some Theoretical Proble…Duration models (1988)Duration modelsDuration Analysis: Managing Interest Rate Risk. (1988)Duration Analysis: Managing I…Arbitrage pricing, transaction costs and taxation of capital gains (1984)Arbitrage pricing, transactio…Measuring a Tax-Specific Term Structure of Interest Rates in the Market for British Government Securities (1981)Measuring a Tax-Specific Term…A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)A Re-Examination of Tradition…Duration and the Measurement of Basis Risk (1979)Duration and the Measurement …Duration Forty Years Later (1978)Duration Forty Years LaterA Model for Bond Portfolio Improvement (1977)A Model for Bond Portfolio Im…THE TAX‐ADJUSTED YIELD CURVE (1975)THE TAX‐ADJUSTED YIELD CURVEMeasuring the Term Structure of Interest Rates (1971)Measuring the Term Structure …The Term Structure of Interest Rates (1957)The Term Structure of Interes…The Structure of Interest Rates (1940)The Structure of Interest Rat…Value and Capital (1939)Value and CapitalMonetary randomness and investment (1982)Monetary randomness and inves…An Intertemporal Capital Asset Pricing Model (1973)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model (1993)Valuation of the early-exercise price for options using simulations and nonparametric regression (1996)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)A Multivariate Model of the Term Structure (1980)A Theory of the Term Structure of Interest Rates (1985)Theory of rational option pricing (2005)Asymmetric stock market volatility and the cyclical behavior of expected returns (2007)The Theory of Linear Economic Models (1962)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Term Structure of Interest Rates (1987)Chapter 13 The term structure of interest rates (1990)ESTIMATING THE GILT‐EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS (1991)Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)An equilibrium characterization of the term structure (1977)Default Risk and the Duration of Zero Coupon Bonds (1990)Dynamic Asset Allocation and Fixed Income Management (1999)The Theory of Investment Value, by John Burr Williams (1939)What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns (1993)New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates (1989)Implied Equity Duration: A New Measure of Equity Risk (2004)Default and the Maturity Structure in Sovereign Bonds (2012)Bond Supply and Excess Bond Returns (2014)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)Term Structure of Interest Rates (2008)Noise as Information for Illiquidity (2013)Survey evidence on the ‘rationality’ of interest rate expectations (1980)A Defense of Traditional Hypotheses about the Term Structure of Interest Rates (1986)On biases in tests of the expectations hypothesis of the term structure of interest rates (1997)Agency for International Development (1978)Rhetoric of Economics (1998)The contingent valuation method: a review (2003)
this work references cited by second hop

References

  • 1939Value and Capital2,893 cited
  • 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates588 cited
  • 1975THE TAX‐ADJUSTED YIELD CURVE548 cited
  • 1971Measuring the Term Structure of Interest Rates542 cited
  • 2017From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’504 cited
  • 1957The Term Structure of Interest Rates373 cited
  • 1940The Structure of Interest Rates236 cited
  • 1979Duration and the Measurement of Basis Risk225 cited
  • 1978Duration Forty Years Later184 cited
  • 1981Measuring a Tax-Specific Term Structure of Interest Rates in the Market for British Government Securities147 cited
  • 1988Duration Analysis: Managing Interest Rate Risk.95 cited
  • 1984Arbitrage pricing, transaction costs and taxation of capital gains62 cited
  • 1977A Model for Bond Portfolio Improvement48 cited
  • 1988Duration models26 cited

Cited by

  • 1982Monetary randomness and investment57 cited

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