An equilibrium characterization of the term structure

DOI10.1016/0304-405X(77)90016-2zbMath1372.91113WikidataQ55952072 ScholiaQ55952072MaRDI QIDQ5363838

Publication date: 1 October 2017

Published in: Journal of Financial Economics (Search for Journal in Brave)

91G30: Interest rates, asset pricing, etc. (stochastic models)

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