John C. Cox
1 paper in the Anchorcite directory, published in 1985, cited 8,583 times in total.
Research topics
- Financial Markets and Investment Strategies · 1 paper
- Credit Risk and Financial Regulations · 1 paper
- Stochastic processes and financial applications · 1 paper
Frequent co-authors
- Jonathan E. Ingersoll · 1 paper
- Stephen A. Ross · 1 paper
Papers
- A Theory of the Term Structure of Interest RatesEconometrica · 1985 · 8,583 citations
This paper uses an intertemporal general equilibrium asset pricing model to study the term structure of interest rates. In this model, anticipations, risk aversion, investment alternatives, and preferences about the timing of consumption all play a role in determining bond…
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