search query: @indexterm term structure of interest rates / total: 111
references: 62-71 / 111
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62.
Interpreting the term structure of interest rates using weekly money announcements
Schweizerische Zeitschrift für Volkswirtschaft und Statistik
1989 : VOL. 125:1, p. 43-54
 1989 Fischer, A.
63.
Some empirical estimates of the risk structure of interest rates
Journal of Finance
1989 : DEC, VOL.44:5, p. 1351-1360
 1989 Sarigo, O.
Warga, A.
64.
A nonlinear general equilibrium model of the term structure of interest rates.
Journal of Financial Economics
1989 : AUG, VOL. 23:2, p. 195-224
 1989 Longstaff, F. A.
65.
Variations sur les taux d'interet instantanes
Analyse Financiere
1989 : 79, p. 41-45
 1989 Lamy, O.
66.
New hope for the expectations hypothesis of the term structure of interest rates.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 283-305
 1989 Froot, K. A.
67.
The information in forward rates. Implications for models of the term structure.
Journal of Financial Economics
1988 : MAY, VOL. 21:1, p. 41-70
 1988 Stambaugh, R. F.
68.
Des modeles d'equilibre de la structure des taux d'interet : un essai de synthese.
Finance
1987 : DEC, VOL. 8:2, p. 133-171
 1987 Gibson-Asner, R.
69.
Stock returns and the term structure. (!Asset pricing)
Journal of Financial Economics
1987 : JUN, VOL. 18:2, p. 373-399
 1987 Campbell, J. Y.
70.
Delais de paiement et financement de l'entreprise = Terms of payment and corporate finance.
Revue Francaise de Gestion
1987 : MAR-MAY, 62, p. 34-38
 1987 Broncy, G.
71.
Valuing debt options. Empirical evidence.
Journal of Financial Economics
1986 : JUL, VOL. 16:3, p. 321-343
 1986 Dietrich-Campbell, B.
Schwartz, E.
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