Concepedia

Roger H. Brown

RH

Statistics

Publications

6

Citations

325

H-Index

6

Active since

1994

Affiliations

London Business School(Current)

Roger H. Brown is an author at London Business School specializing in financial economics, economics, and financial econometrics.

Publications per year

1994–2007

6

Publications

6

The term structure of real interest rates and the Cox, Ingersoll, and Ross model

Roger H. Brown, Stephen M. Schaefer · Journal of Financial Economics · 1994 · 193 citations

, , +8

Interest rate volatility and the shape of the term structure

Roger H. Brown, Stephen M. Schaefer · Philosophical Transactions of the Royal Society of London Series A Physical and Engineering Sciences · 1994 · 65 citations

, , +17

Why Long Term Forward Interest Rates (Almost) Always Slope Downwards

Roger H. Brown, Stephen M. Schaefer · 2000 · 27 citations

, , +17

Ten Years of the Real Term Structure

Roger H. Brown, Stephen M. Schaefer · The Journal of Fixed Income · 1996 · 17 citations

, , +2

Interest rate volatility and the term structure

Andrea Berardi, Roger H. Brown, Stephen M. Schaefer · 2007 · 12 citations

, , +14

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