A Fast Literature Search Engine based on top-quality journals, by Dr. Mingze Gao.

  • Topic classification is ongoing.
  • Please kindly let me know [mingze.gao@mq.edu.au] in case of any errors.

The Term Structure of Real Interest Rates and the Cox Ingersoll and Ross Model

Resource type
Authors/contributors
Title
The Term Structure of Real Interest Rates and the Cox Ingersoll and Ross Model
Publication
Journal of Financial Economics
Volume
35
Issue
1
Pages
3-42
Date
1994
Citation
Brown, R. H., & Schaefer, S. M. (1994). The Term Structure of Real Interest Rates and the Cox Ingersoll and Ross Model. Journal of Financial Economics, 35, 3–42.
Link to this record