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An equilibrium characterization of the term structure

19776,232 citationsJournal Article

Authors

Oldrich A Vasicek · Wells Fargo (United States)

Topics & Keywords

Stochastic processes and financial applications Economic theories and models Monetary Policy and Economic Impact

Publication Details

Published in: Journal of Financial Economics

Volume 5, Issue 2, pp. 177-188

DOI: 10.1016/0304-405x(77)90016-2

Field-Weighted Citation Impact: 17.33

An equilibrium characterization of the term structure | Researchclopedia