Work

Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates

Year: 1989

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1989.tb04380.x

Authors: ROBERT R. BLISS, EHUD I. RONN

Institutions: Washington University in St. Louis, University of Chicago, The University of Texas at Austin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2069796360

FWCI: 3.757

Cites: 12

Cited by: 24

Related to: 10