An equilibrium characterization of the term structure

Journal of Financial Economics

Volumn 5, Issue 2, 1977, Pages 177-188

  Vasicek, Oldrich ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347078538     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(77)90016-2     Document Type: Article

References (14)

1. The pricing of options and corporate liabilities
2. Stock prices, inflation, and the term structure of interest rates
3. An estimate of the liquidity premium
4. Optimum consumption and portfolio rules in a continuous-time model
5. An intertemporal capital asset pricing model
6. On the pricing of corporate debt: The risk structure of interest rates
7. Investment diversification and bond maturity