Back to search

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

Francis A. Longstaff, Eduardo S. Schwartz
DOI: 10.2307/2328939
The Journal of Finance

Data up to Jan 2025

Published1992
Citations244
References0
Fields
EconomicsMathematicsPhysicsEconometricsMathematical economicsMonetary economics

Total Citations Per Year

Abstract

References (0)

No references found

Cited By (0)

Loading...
Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model (1992) – The Journal of Finance | Metascience Observatory Explorer