Quarterly Journal of Economics Vol. 80 No. 1 1966
A Markov Model of the Term Structure
Abstract
Introduction, 60. — A Markov expectations model, 61. — Markov forecasts of the future interest rates, 66. — Observed yield curves, 69.
- DOI
- 10.2307/1880579
- Volume
- 80
- Issue
- 1
- Pages
- 60
- Sources
- openalex crossref