ScholarLens Back to search
1996•Lecture notes in economics and mathematical systemsRequires access

A Three-Factor Model of the Term Structure of Interest Rates

Chen Lin

Open publisher page 29 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 29 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Rendleman–Bartter model, Short-rate model, Short rate, Vasicek model, Interest rate, Econometrics, Term (time), Volatility (finance)

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
A Three-Factor Model of the Term Structure of Interest Rates — Research Paper | ScholarLens