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IMPUTED YIELDS OF A SINKING FUND BOND AND THE TERM STRUCTURE OF INTEREST RATES

1966; Wiley; Volume: 21; Issue: 4 Linguagem: Inglês

10.1111/j.1540-6261.1966.tb00275.x

1540-6261

Frank C. Jen, James E. Wert,

Complex Systems and Time Series Analysis

The Journal of FinanceVolume 21, Issue 4 p. 697-713 Article IMPUTED YIELDS OF A SINKING FUND BOND AND THE TERM STRUCTURE OF INTEREST RATES Frank C. Jen, Frank C. JenSearch for more papers by this authorJames E. Wert, James E. Wert Associate Professor of Finance and Management Science, and Manufacturers & Traders Trust Co. Professor of Finance, respectively, State University of New York at Buffalo. Completion of this paper was facilitated by the first author's participation in the Workshop in Research in Business Finance held at Harvard University in the Summer, 1965, and sponsored by the Ford Foundation. We also wish to express our appreciation to the Computer Center of the State University of New York at Buffalo for the computing time, Thomas E. Dewey of Kuhn Loeb & Co. for supplying various information, Alan Savery, John Reid and Judith Matasar for statistical assistance.Search for more papers by this author Frank C. Jen, Frank C. JenSearch for more papers by this authorJames E. Wert, James E. Wert Associate Professor of Finance and Management Science, and Manufacturers & Traders Trust Co. Professor of Finance, respectively, State University of New York at Buffalo. Completion of this paper was facilitated by the first author's participation in the Workshop in Research in Business Finance held at Harvard University in the Summer, 1965, and sponsored by the Ford Foundation. We also wish to express our appreciation to the Computer Center of the State University of New York at Buffalo for the computing time, Thomas E. Dewey of Kuhn Loeb & Co. for supplying various information, Alan Savery, John Reid and Judith Matasar for statistical assistance.Search for more papers by this author First published: December 1966 https://doi.org/10.1111/j.1540-6261.1966.tb00275.xCitations: 8 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume21, Issue4December 1966Pages 697-713 RelatedInformation