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This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, o
The New Palgrave Dictionary of Economics
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The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written
Encyclopedia of Finance
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The Encyclopedia of Finance comprehensively covers the broad spectrum of terms and topics relating finance from asset pricing models to option pricing models to
Investments: Portfolio theory and asset pricing
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This collection of articles in investment and portfolio management spans the thirty-five-year collaborative effort of two key figures in finance. Each of the ni
Long-run Growth and Short-run Stabilization
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Authors: The late Lawrence R. Klein
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There is much confusion in the economics literature on wage determination and the employment-inflation trade-off. Few model builders pay as much careful attenti