Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model
1992 ◽
Vol 47
(4)
◽
pp. 1259-1282
◽
2016 ◽
Vol 106
(12)
◽
pp. 3800-3828
◽
2014 ◽
Vol 10
(6)
◽
pp. 1177-1191
2005 ◽
Vol 08
(07)
◽
pp. 839-869
◽
2012 ◽
Vol 1
◽
pp. 286-295
◽
1989 ◽
Vol 23
(2)
◽
pp. 195-224
◽
Keyword(s):
Keyword(s):