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The Term Structure of Interest Rates as a Random Field
SSRN Electronic Journal
◽
10.2139/ssrn.38460
◽
1997
◽
Cited By ~ 5
Author(s):
Robert S. Goldstein
Keyword(s):
Interest Rates
◽
Random Field
◽
Term Structure
Download Full-text
Related Documents
Cited By
References
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
Mathematical Finance
◽
10.1111/j.1467-9965.1994.tb00094.x
◽
1994
◽
Vol 4
(3)
◽
pp. 247-258
◽
Cited By ~ 102
Author(s):
D. P. Kennedy
Keyword(s):
Interest Rates
◽
Random Field
◽
Term Structure
◽
Gaussian Random Field
Download Full-text
The Term Structure of Interest Rates as a Random Field: a Stochastic Integration Approach
Stochastic Processes and Applications to Mathematical Finance
◽
10.1142/9789812702852_0002
◽
2004
◽
Cited By ~ 5
Author(s):
Marzia De Donno
Keyword(s):
Interest Rates
◽
Random Field
◽
Term Structure
◽
Stochastic Integration
◽
Integration Approach
Download Full-text
The Term Structure of Interest Rates as a Random Field
Review of Financial Studies
◽
10.1093/rfs/13.2.365
◽
2000
◽
Vol 13
(2)
◽
pp. 365-384
◽
Cited By ~ 103
Author(s):
Robert S. Goldstein
Keyword(s):
Interest Rates
◽
Random Field
◽
Term Structure
Download Full-text
Wartime finance and the term structure of interest rates
10.31274/rtd-180813-409
◽
1969
◽
Author(s):
Julian Howard Taylor
Keyword(s):
Interest Rates
◽
Term Structure
Download Full-text
Heterogeneous Beliefs and the Term Structure of Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.1021406
◽
2007
◽
Cited By ~ 1
Author(s):
Lue Wu
Keyword(s):
Interest Rates
◽
Term Structure
◽
Heterogeneous Beliefs
Download Full-text
Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps
SSRN Electronic Journal
◽
10.2139/ssrn.1456831
◽
2009
◽
Author(s):
Allan Sall Tang Andersen
Keyword(s):
Interest Rates
◽
Term Structure
◽
Euro Area
◽
Risk Premia
◽
Inflation Risk
◽
Inflation Risk Premia
Download Full-text
The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments
SSRN Electronic Journal
◽
10.2139/ssrn.1787966
◽
2011
◽
Author(s):
Carles Vergara-Alert
Keyword(s):
Interest Rates
◽
Term Structure
◽
Short Term
Download Full-text
Demand and Supply Factors in the Term Structure of Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.2273735
◽
2013
◽
Author(s):
Chen Guo
Keyword(s):
Interest Rates
◽
Term Structure
◽
Demand And Supply
Download Full-text
The Expectations Theory of the Term Structure of Interest Rates and Monetary Policy
SSRN Electronic Journal
◽
10.2139/ssrn.234128
◽
2000
◽
Author(s):
Maria Isabel Martínez Serna
◽
Eliseo Navarro Arribas
Keyword(s):
Monetary Policy
◽
Interest Rates
◽
Term Structure
Download Full-text
The Term Structure of Interest Rates and Macro Economy: Evidence from the Pre- and Post- Crisis Periods
SSRN Electronic Journal
◽
10.2139/ssrn.2614441
◽
2015
◽
Cited By ~ 1
Author(s):
Evangelos N. Salachas
◽
Nikiforos T. Laopodis
◽
Georgios P. Kouretas
Keyword(s):
Interest Rates
◽
Term Structure
Download Full-text
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