A NEW APPROACH TO ESTIMATION OF THE TERM STRUCTURE OF INTEREST-RATES

被引：46

作者：

CHAMBERS, DR

CARLETON, WT

WALDMAN, DW

机构：

[1] PENN STATE UNIV, UNIVERSITY PK, PA 16802 USA

[2] UNIV ARIZONA, TUCSON, AZ 85721 USA

[3] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA

来源：

关键词：

D O I：

10.2307/2331088

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：233 / 252

页数：20

共 15 条

[1] Carleton W., 1976, J FINANC, P1067
[2] CHAMBERS DR, 1981, THESIS U N CAROLINA
[3] Haley C.W., 1979, THEORY FINANCIAL DEC
[4] TERM STRUCTURE MODELING - DISCUSSION
JORDAN, JV
[J]. JOURNAL OF FINANCE, 1982, 37 (02) : 354 - 356
[5] JORDAN JV, 1980, THESIS U N CAROLINA
[6] KMENTA J, 1971, ELEMENTS ECONOMETRIC
[7] MEASURING TERM STRUCTURE OF INTEREST RATES
MCCULLOCH, JH
[J]. JOURNAL OF BUSINESS, 1971, 44 (01) : 19 - 31
[8] ESTIMATE OF LIQUIDITY PREMIUM
MCCULLOCH, JH
[J]. JOURNAL OF POLITICAL ECONOMY, 1975, 83 (01) : 95 - 119
[9] PHILLIPS GM, 1973, THEORY APPLICATIONS
[10] CONDITIONAL PREDICTIONS OF BOND PRICES AND RETURNS - DISCUSSION
SCHAEFER, SM
[J]. JOURNAL OF FINANCE, 1980, 35 (02) : 417 - 419