Haas School of Business, University of California, Berkeley. For helpful comments and suggestions I thank Gurdip Bakshi, Pierluigi Balduzzi, Steve Grenadier, Dilip Madan, Matthew Richardson, René Stulz, an anonymous referee, seminar participants at Berkeley, Harvard, MIT, Michigan, NYU, LBS, Long Term Capital Management, Stanford, UCLA, University of California, Irvine, the 1996 Utah Winter Finance Conference, the 1996 meetings of the Western Finance Association, and the Society for Economic Dynamics and Control, and the 1997 meetings of the American Finance Association. I am grateful for financial assistance from the Berkeley Program in Finance, the U.C. Berkeley Committee on Research, and the Fisher Center for Real Estate and Urban Economics.
A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk
Article first published online: 18 APR 2012
1997 The American Finance Association
The Journal of Finance
Volume 52, Issue 5, pages 1973–2002, December 1997
How to Cite
STANTON, R. (1997), A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk. The Journal of Finance, 52: 1973–2002. doi: 10.1111/j.1540-6261.1997.tb02748.x
- Issue published online: 18 APR 2012
- Article first published online: 18 APR 2012
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!