THE EMPIRICAL IMPLICATIONS OF THE COX, INGERSOLL, ROSS THEORY OF THE TERM STRUCTURE OF INTEREST-RATES

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] Brennan M.J., 1979, J BANKING FINANCE, V3, P133, DOI [DOI 10.1016/0378-4266(79)90011-6, 10.1016/0378-4266(79)90011-6]

[3] CONSTANTINIDES GM, 1984, J FINANC ECON, V13, P229

[4] COX J, 1977, UNPUB FORWARD RATES

[5] A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J]. ECONOMETRICA, 1985, 53 (02) : 385 - 407

[6] THE TERM STRUCTURE OF INTEREST-RATES [J]. QUARTERLY JOURNAL OF ECONOMICS, 1957, 71 (04) : 485 - 517

[7] DYBVIG P, 1985, UNPUB DO INTEREST RA

[8] TERM PREMIUMS IN BOND RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 529 - 546

[9] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636

[10] Hicks J. R., 1946, VALUE CAPITAL

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] Brennan M.J., 1979, J BANKING FINANCE, V3, P133, DOI [DOI 10.1016/0378-4266(79)90011-6, 10.1016/0378-4266(79)90011-6]

[3] CONSTANTINIDES GM, 1984, J FINANC ECON, V13, P229

[4] COX J, 1977, UNPUB FORWARD RATES

[5] A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J]. ECONOMETRICA, 1985, 53 (02) : 385 - 407

[6] THE TERM STRUCTURE OF INTEREST-RATES [J]. QUARTERLY JOURNAL OF ECONOMICS, 1957, 71 (04) : 485 - 517

[7] DYBVIG P, 1985, UNPUB DO INTEREST RA

[8] TERM PREMIUMS IN BOND RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) : 529 - 546

[9] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636

[10] Hicks J. R., 1946, VALUE CAPITAL