Work

Estimating The Term Structure Of Interest Rates From Data That Include The Prices Of Coupon Bonds

Year: 1992

Type: article

Source: The Journal of Fixed Income

DOI: 10.3905/jfi.1992.408048

Authors: Thomas S. Coleman, Lawrence Fisher, Roger G. Ibbotson

Institutions: Rutgers, The State University of New Jersey, Yale University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2002365644

FWCI: 0.9

Cites: 12

Cited by: 45

Related to: 10