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Vasicek and His Theory on Term Structure; Theory and Impact on Subsequent Literature
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This 14 page paper examines the theory put forward in Vasicek’s 1977 paper “An Equilibrium Characterization of the Term Structure” published in The Journal of Financial Economics. The paper then considers the way the model has been developed and influenced later models. The bibliography cites 20 sources.
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Pages:
14
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Filename:TS14_TEvasicek.rtf |
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Paper Title:
Vasicek and His Theory on Term Structure; Theory and Impact on Subsequent Literature
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