QUANTITATIVE YIELD CURVE MODEL FOR ESTIMATING TERM STRUCTURE OF INTEREST-RATES

被引：13

作者：

ECHOLS, ME ^{[1
]}

ELLIOTT, JW ^{[1
]}

机构：

[1] UNIV WISCONSIN,MILWAUKEE,WI 53201

来源：

关键词：

D O I：

10.2307/2330231

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：87 / 114

页数：28

共 29 条

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[2] COHEN KJ, 1966, MANAGE SCI, V13, P168
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CULBERTSON, JM
[J]. QUARTERLY JOURNAL OF ECONOMICS, 1957, 71 (04) : 485 - 517
[4] A QUARTERLY SERIES OF CORPORATE BASIC YIELDS, 1952-57, AND SOME ATTENDANT RESERVATIONS
DURAND, D
[J]. JOURNAL OF FINANCE, 1958, 13 (03) : 348 - 356
[5] DURAND D, 1942, BASIC YIELDS CORPORA
[6] DURAND D, 1947, BASIC YIELDS BONDS 1, P31
[7] MULTICOLLINEARITY IN REGRESSION ANALYSIS - PROBLEM REVISITED
FARRAR, DE
GLAUBER, RR
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1967, 49 (01) : 92 - 107
[8] EXPECTATIONS, TERM STRUCTURE OF INTEREST RATES, AND RECENT BRITISH EXPERIENCE
FISHER, D
[J]. ECONOMICA, 1966, 33 (131) : 319 - 329
[9] Fisher I., 1906, NATURE CAPITAL INCOM
[10] GRANT JAG, 1964, ECONOMICA, V31, P58