The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates

The Journal of Finance

Volumn 41, Issue 3, 1986, Pages 617-630

  BROWN, STEPHEN J ^a   DYBVIG, PHILIP H ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0344970549     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1986.tb04523.x     Document Type: Article

References (14)

1. “The pricing of options and corporate liabilities.”
2. “A Continuous Time Approach to the Pricing of Bonds.”
3. “Optimal Bond Trading with Personal Taxes.”
4. “A Theory of the Term Structure of Interest Rates.”
5. “The Term Structure of Interest Rates.”
6. “Term Premiums in Bond Returns.”
7. “Risk, Return and Equilibrium: Empirical Tests.”
8. “Equilibrium Term Structure Models: Test Methodology.”
9. “Stochastic Processes for Interest Rates and Equilibrium Bond Prices.”