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Short-Term Interest Rates as Subordinated Diffusions

1997; Oxford University Press; Volume: 10; Issue: 3 Linguagem: Inglês

10.1093/rfs/10.3.525

1465-7368

Timothy G. Conley, Lars Peter Hansen, Erzo G. J. Luttmer, José Scheinkman,

Economic theories and models

Journal Article Short-Term Interest Rates as Subordinated Diffusions Get access Timothy G. Conley, Timothy G. Conley Northwestern University Address correspondence to Erzo G. J. Luttmer, Department of Finance, J. L. Kellogg Graduate School of Management, Northwestern University, Leverone Hall, 2001 Sheridan Rd., Evanston, IL 60208-2006. Search for other works by this author on: Oxford Academic Google Scholar Lars Peter Hansen, Lars Peter Hansen University of Chicago and NBER Search for other works by this author on: Oxford Academic Google Scholar Erzo G. J. Luttmer, Erzo G. J. Luttmer Northwestern University Search for other works by this author on: Oxford Academic Google Scholar José A. Scheinkman José A. Scheinkman University of Chicago Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 10, Issue 3, July 1997, Pages 525–577, https://doi.org/10.1093/rfs/10.3.525 Published: 03 April 2015