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40 changes: 40 additions & 0 deletions lectures/_static/quant-econ.bib
Original file line number Diff line number Diff line change
Expand Up @@ -3753,6 +3753,46 @@ @article{AngPiazzesi2003
pages = {745--787}
}

@article{FamaBliss1987,
author = {Fama, Eugene F. and Bliss, Robert R.},
title = {{The information in long-maturity forward rates}},
journal = {American Economic Review},
year = 1987,
volume = {77},
number = {4},
pages = {680--692}
}

@article{CampbellShiller1991,
author = {Campbell, John Y. and Shiller, Robert J.},
title = {{Yield spreads and interest rate movements: A bird's eye view}},
journal = {Review of Economic Studies},
year = 1991,
volume = {58},
number = {3},
pages = {495--514}
}

@article{CIR1985,
author = {Cox, John C. and Ingersoll, Jonathan E. and Ross, Stephen A.},
title = {{A theory of the term structure of interest rates}},
journal = {Econometrica},
year = 1985,
volume = {53},
number = {2},
pages = {385--407}
}

@article{Black1995,
author = {Black, Fischer},
title = {{Interest rates as options}},
journal = {Journal of Finance},
year = 1995,
volume = {50},
number = {5},
pages = {1371--1376}
}

@article{csiszar1963,
author = {Csisz{\'a}r, Imre},
title = {{Eine informationstheoretische Ungleichung und ihre Anwendung auf den Beweis der Ergodizit{\"a}t von Markoffschen Ketten}},
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