The Term Structure of Interest Rates as a Random Field

SSRN Electronic Journal ◽

10.2139/ssrn.38460 ◽

1997 ◽

Cited By ~ 5

Author(s):

Robert S. Goldstein

Keyword(s):

Interest Rates ◽

Random Field ◽

Term Structure

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THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD

Mathematical Finance ◽

10.1111/j.1467-9965.1994.tb00094.x ◽

1994 ◽

Vol 4 (3) ◽

pp. 247-258 ◽

Cited By ~ 102

Author(s):

D. P. Kennedy

Keyword(s):

Interest Rates ◽

Random Field ◽

Term Structure ◽

Gaussian Random Field

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The Term Structure of Interest Rates as a Random Field: a Stochastic Integration Approach

Stochastic Processes and Applications to Mathematical Finance ◽

10.1142/9789812702852_0002 ◽

2004 ◽

Cited By ~ 5

Author(s):

Marzia De Donno

Keyword(s):

Interest Rates ◽

Random Field ◽

Term Structure ◽

Stochastic Integration ◽

Integration Approach

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The Term Structure of Interest Rates as a Random Field

Review of Financial Studies ◽

10.1093/rfs/13.2.365 ◽

2000 ◽

Vol 13 (2) ◽

pp. 365-384 ◽

Cited By ~ 103

Author(s):

Robert S. Goldstein

Keyword(s):

Interest Rates ◽

Random Field ◽

Term Structure

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Wartime finance and the term structure of interest rates

10.31274/rtd-180813-409 ◽

1969 ◽

Author(s):

Julian Howard Taylor

Keyword(s):

Interest Rates ◽

Term Structure

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Heterogeneous Beliefs and the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1021406 ◽

2007 ◽

Cited By ~ 1

Author(s):

Lue Wu

Keyword(s):

Interest Rates ◽

Term Structure ◽

Heterogeneous Beliefs

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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1456831 ◽

2009 ◽

Author(s):

Allan Sall Tang Andersen

Keyword(s):

Interest Rates ◽

Term Structure ◽

Euro Area ◽

Risk Premia ◽

Inflation Risk ◽

Inflation Risk Premia

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The Term Structure of Interest Rates in an Equilibrium Economy with Short Term and Long Term Investments

SSRN Electronic Journal ◽

10.2139/ssrn.1787966 ◽

2011 ◽

Author(s):

Carles Vergara-Alert

Keyword(s):

Interest Rates ◽

Term Structure ◽

Short Term

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Demand and Supply Factors in the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.2273735 ◽

2013 ◽

Author(s):

Chen Guo

Keyword(s):

Interest Rates ◽

Term Structure ◽

Demand And Supply

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The Expectations Theory of the Term Structure of Interest Rates and Monetary Policy

SSRN Electronic Journal ◽

10.2139/ssrn.234128 ◽

2000 ◽

Author(s):

Maria Isabel Martínez Serna ◽

Eliseo Navarro Arribas

Keyword(s):

Monetary Policy ◽

Interest Rates ◽

Term Structure

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The Term Structure of Interest Rates and Macro Economy: Evidence from the Pre- and Post- Crisis Periods

SSRN Electronic Journal ◽

10.2139/ssrn.2614441 ◽

2015 ◽

Cited By ~ 1

Author(s):

Evangelos N. Salachas ◽

Nikiforos T. Laopodis ◽

Georgios P. Kouretas

Keyword(s):

Interest Rates ◽

Term Structure

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