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      An Econometric Model of the Term Structure of Interest-Rate Swap Yields

      Author(s): ,
      Publication date Created:
      Publication date (Print):
      Journal: The Journal of Finance
      Publisher: Wiley-Blackwell

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          A YIELD-FACTOR MODEL OF INTEREST RATES

          Darrell Duffie, Rui Kan (1996)
          Article 0 comments Cited 152 times – based on 0 reviews     Review now
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            Simulated Moments Estimation of Markov Models of Asset Prices

            Darrell Duffie, Kenneth Singleton (1993)
            Article 0 comments Cited 78 times – based on 0 reviews     Review now
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              Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates

              Louis Scott, Ren-Raw Chen (1993)
              Article 0 comments Cited 43 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: The Journal of Finance
                Abbreviated Title: The Journal of Finance
                Publisher: Wiley-Blackwell
                ISSN: 00221082
                Publication date Created: September 1997
                Publication date (Print): September 1997
                Volume: 52
                Issue: 4
                Pages: 1287-1321
                Article
                DOI: 10.1111/j.1540-6261.1997.tb01111.x
                SO-VID: 288175e2-9570-4923-af02-2e83c68b5ef3
                Copyright © © 1997
                License:

                http://doi.wiley.com/10.1002/tdm_license_1.1

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