A theory of the term structure of interest rates

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John C. Cox
Jonathan E. Ingersoll Junior
Stephen A. Ross

Abstract

The paper proposes an intertemporal general asset pricing model to study the term structure of interest rates.

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How to Cite
COX, J. C.; INGERSOLL JUNIOR, J. E.; ROSS, S. A. A theory of the term structure of interest rates. RAE - Revista de Administracao de Empresas , [S. l.], v. 47, n. 2, p. 86–102, 2007. Disponível em: https://periodicos.fgv.br/rae/article/view/36896. Acesso em: 22 apr. 2024.
Section
RAE - Clássicos