Federal Reserve Bank of Dallas, University of California, Berkeley, and Economic Dynamics International, respectively.
AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES*
Article first published online: 30 APR 2012
1976 The American Finance Association
The Journal of Finance
Volume 31, Issue 4, pages 1035–1065, September 1976
How to Cite
Dobson, S. W., Sutch, R. C. and Vanderford, D. E. (1976), AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES. The Journal of Finance, 31: 1035–1065. doi: 10.1111/j.1540-6261.1976.tb01959.x
The authors wish to thank John H. Wood for very helpful comments which considerably improved this paper.
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012