← ScholarPulse
HomeStudies

A Theory of the Term Structure of Interest Rates

A Theory of the Term Structure of Interest Rates is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross; Journal / source: Econometrica; Year: 1985.

AuthorsJohn C. Cox, Jonathan E. Ingersoll, Stephen A. Ross
Journal / sourceEconometrica
Year1985
FieldStochastic processes and financial applications
Times cited8554
Typearticle
DOI / linkhttps://doi.org/10.2307/1911242

🔍 Search all studies →