I would like to thank the participants of seminars at the University of Southern California, the University of Wisconsin—Madison, and the University of California—Los Angeles for their comments and suggestions which are reflected in this final version. Of course, any remaining errors are my own.
A Multivariate Model of the Term Structure*
Article first published online: 30 APR 2012
1980 The American Finance Association
The Journal of Finance
Volume 35, Issue 1, pages 71–97, March 1980
How to Cite
LANGETIEG, T. C. (1980), A Multivariate Model of the Term Structure. The Journal of Finance, 35: 71–97. doi: 10.1111/j.1540-6261.1980.tb03472.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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