The Term Structure of Interest Rates: Bounded or Falling?

DOI10.1023/A:1022510926704zbMath1032.91063OpenAlexW1932813920MaRDI QIDQ4707096

David Feldman

Publication date: 9 June 2003

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022510926704

zbMATH Keywords

term structure of interest ratesincomplete informationequilibrium asset pricingconstant/stochastic asymptotic moments

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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