Template-Type:ReDIF-Paper 1.0  
Title:Different Dynamical Specifications of the Term Structure of Interest Rates and their Implications
Author-Name:Musiela, Marek 
Author-Name: Dieter Sondermann
Classification-JEL:026, 521
Keywords: term structure of interest rates, expectation hypothesis, stochastic equations in infinite dimensions. 
Abstract:Alternative ways of introducing uncertainty to the term structure of interest rates are considered. They
	correspond to the different expectation hypotheses. The dynamics of the term structure is analysed in a convenient
	framework of stochastic equations in infinite dimensions. 
Length: pages
Creation-Date: 1993-11
Revision-Date: 
Handle: RePEc:bon:bonsfb:260
File-URL: http://www.wiwi.uni-bonn.de/bgsepapers/bonsfb/bonsfb260.pdf
File-Format: application/pdf
File-Size: bytes