The Term Structure of Interest Rates: Bounded or Falling?

DOI10.1023/A:1022510926704MaRDI QIDQ4707096zbMATH OpenOpenAlexFDO

Authors David Feldman

Publication date 9 June 2003

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022510926704

zbMATH Keywords

constant/stochastic asymptotic momentsequilibrium asset pricingincomplete informationterm structure of interest rates

Mathematics Subject Classification ID

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

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Cited in

(6)

• Imperfect information and investor heterogeneity in the bond market
• A term structure model with preferences for the timing of resolution of uncertainty
• Incomplete markets, liquidation risk, and the term structure of interest rates
• Interest rate options valuation under incomplete information
• Incomplete information equilibria: separation theorems and other myths
• Valuation of commodity derivatives with an unobservable convenience yield

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