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

Journal

Journal of Financial Economics

Subject

Finance

Publishing details

Journal of Financial Economics 1994 Vol 35 p 3-42

Authors / Editors

Brown R H; Schaefer S M

Biographies

Schaefer S M

Publication Year

1994

Publication Notes

Summary of article 'Beyond the zero' (see separate entry). IFA

Publication Research Centre

Institute of Finance and Accounting