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Stochastic Processes for Interest Rates and Equilibrium Bond Prices


  • Marsh, Terry A
  • Rosenfeld, Eric R


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  • Marsh, Terry A & Rosenfeld, Eric R, 1983. " Stochastic Processes for Interest Rates and Equilibrium Bond Prices," Journal of Finance, American Finance Association, vol. 38(2), pages 635-646, May.
  • Handle: RePEc:bla:jfinan:v:38:y:1983:i:2:p:635-46

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    References listed on IDEAS

    1. Kearl, J R & Mishkin, Frederic S, 1977. "Illiquidity, the Demand for Residential Housing, and Monetary Policy," Journal of Finance, American Finance Association, vol. 32(5), pages 1571-1586, December.
    2. Martin Feldstein & Lawrence Summers, 1983. "Inflation, Tax Rules, and the Long-term Interest Rate," NBER Chapters,in: Inflation, Tax Rules, and Capital Formation, pages 153-185 National Bureau of Economic Research, Inc.
    3. Malkiel, Burton G, 1979. "The Capital Formation Problem in the United States," Journal of Finance, American Finance Association, vol. 34(2), pages 291-306, May.
    4. Feldstein, Martin, 1981. "The Distribution of the U.S. Capital Stock Between Residential and Industrial Uses," Economic Inquiry, Western Economic Association International, vol. 19(1), pages 26-37, January.
    5. Leo Grebler, 1979. "The Growth of Residential Capital Since World War II," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 7(4), pages 539-580.
    6. Hanushek, Eric A & Quigley, John M, 1980. "What Is the Price Elasticity of Housing Demand?," The Review of Economics and Statistics, MIT Press, vol. 62(3), pages 449-454, August.
    7. Hendershott, Patric H. & Cheng Hu, Sheng, 1981. "Inflation and extraordinary returns on owner-occupied housing: Some implications for capital allocation and productivity growth," Journal of Macroeconomics, Elsevier, vol. 3(2), pages 177-203.
    8. Friend, Irwin & Blume, Marshall E, 1975. "The Demand for Risky Assets," American Economic Review, American Economic Association, vol. 65(5), pages 900-922, December.
    9. Barton A. Smith, 1976. "The Supply of Urban Housing," The Quarterly Journal of Economics, Oxford University Press, vol. 90(3), pages 389-405.
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