Interest Rate Volatility and the Term Structure: A Two-Factor GeneralEquilibrium Model

Authors
FRANCIS A. LONGSTAFF EDUARDO S. SCHWARTZ
Citation
FRANCIS A. LONGSTAFF et EDUARDO S. SCHWARTZ, Interest Rate Volatility and the Term Structure: A Two-Factor GeneralEquilibrium Model, The Journal of finance, 47(04), 1992, pp. 1259
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
47
Issue
04
Year of publication
1992
Database
ICR
SICI code
0022-1082(1992)47:04<1259:IRVATT>2.0.ZU;2-H