1.Vasicek, O. (1977). An Equilibrium Characterization of the Term Structure. Journal of
Financial Economics 5, 177{188.
2.Cox, J., J. Ingersoll, and S. Ross (1985a). An Intertemporal General Equilibrium Model
of Asset Prices. Econometrica 53, 363{384.
3.Cox, J., J. Ingersoll, and S. Ross (1985b). A Theory of the Term Structure of Interest
Rates. Econometrica 53, 385{408.
利率期限结构模型研究的开山之作,和一般均衡模型的奠基之作。研究利率期限结构的必读经典。
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- Cox, J., J. Ingersoll, and S. Ross (1985a). An Intertemporal General Equilibrium Model.pdf
- Cox, J., J. Ingersoll, and S. Ross (1985b). A Theory of the Term Structure of Interest.pdf
- Vasicek, O. (1977). An Equilibrium Characterization of the Term Structure.pdf
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