An equilibrium characterization of the term structure

1977/11/01 by Oldrich A Vasicek, Oldrich Vasicek · 12 citations
Economics, Econometrics and Finance · #Characterization (materials science) #Economic theories and models #Economics #Materials science #Monetary Policy and Economic Impact #Nanotechnology #Physics #Stochastic processes and financial applications #Term (time)

paper · doi:10.1016/0304-405x(77)90016-2

crossref issued 1977/11/01 · crossref published 1977/11/01 · crossref published-print 1977/11/01 · openalex publication_date 1977/11/01 · crossref created 2002/10/11 · crossref deposited 2019/04/12 · openalex created_date 2025/10/10 · crossref indexed 2026/08/05 · openalex updated_date 2026/08/05

Citations

• The Pricing of Options and Corporate Liabilities
• An Intertemporal Capital Asset Pricing Model
• On the Pricing of Corporate Debt: The Risk Structure of Interest Rates

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