Generalized M-vector models for hedging interest rate risk

A Theory of the Term Structure of Interest Rates

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations

Business, Economics, Finance +17

An equilibrium characterization of the term structure

Oldrich A Vasicek · Journal of Financial Economics · 1977 · 6.3K citations

Social Sciences, Economics, Microeconomics +7

Measuring the Term Structure of Interest Rates

J. Huston McCulloch · The Journal of Business · 1971 · 548 citations

Social Sciences, Business Economics, Economics +16

THE TAX‐ADJUSTED YIELD CURVE

J. Huston McCulloch · The Journal of Finance · 1975 · 498 citations

Public Affairs, Business Economics, Economics +7

A Risk Minimizing Strategy for Portfolio Immunization

H. Gifford Fong, Oldrich A Vasicek · The Journal of Finance · 1984 · 170 citations

Management, Finance, Risk Management +11