Journal of Political Economy · 1967 · 23 citations · 9 references
Social SciencesEconomicsFinanceFinancial EconomicsProbability TheoryStochastic ProcessesFinancial MathematicsGeneralized Method Of MomentsInterest Rate DeterminationInterest Rate ModelingInterest Rate RiskMarket RiskEquilibrium Interest Rate ModelsEquilibrium Interest RatesMulti-factor Interest Rate ModelsNo-arbitrage Interest Rate ModelsStochastic Interest Rate Models
9
The Cyclical Behavior of the Term Structure of Interest Rates
Jean-Paul Laurencin, Reuben A. Kessel · Revue économique · 1970 · 207 citations
Social Sciences, Economics, Finance +16
Joan Robinson · Econometrica · 1951 · 77 citations
A Model of the Term Structure of Interest Rates
G. O. Bierwag, M. A. Grove · The Review of Economics and Statistics · 1967 · 39 citations
Social Sciences, Economics, Finance +14