Keywords
EconomicsBondBond valuationInterest rateArbitrageInflation (cosmology)EconometricsPortfolioTerm (time)Financial economicsMonetary economicsFinance
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Publication Info
- Year
- 1978
- Type
- article
- Volume
- 6
- Issue
- 1
- Pages
- 33-57
- Citations
- 182
- Access
- Closed
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Cite This
Scott F. Richard
(1978).
An arbitrage model of the term structure of interest rates.
Journal of Financial Economics
, 6
(1)
, 33-57.
https://doi.org/10.1016/0304-405x(78)90019-3
Identifiers
- DOI
- 10.1016/0304-405x(78)90019-3