Both authors are from Yale University. We wish to acknowledge the helpful comments of Jon Ingersoll, Terry Marsh, Steve Ross and workshop participants at Princeton University. All errors are our own.
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates
Version of Record online: 30 APR 2012
© 1986 the American Finance Association
The Journal of Finance
Volume 41, Issue 3, pages 617–630, July 1986
How to Cite
BROWN, S. J. and DYBVIG, P. H. (1986), The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates. The Journal of Finance, 41: 617–630. doi: 10.1111/j.1540-6261.1986.tb04523.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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