Primary Article
Volatility and the Yield Curve
Robert B Litterman, Josè Scheinkman and Laurence Weiss
The Journal of Fixed Income Summer 1991, 1 (1) 49-53; DOI: https://doi.org/10.3905/jfi.1991.692346
Robert B Litterman
Vice President, Fixed Income Research.
Josè Scheinkman
The Alvin Baum Professor of Economics at the University of Chicago.
Laurence Weiss
Vice President, Mortgage Trading, at Goldman Sachs & Co. in New York.
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In this issue
Volatility and the Yield Curve
Robert B Litterman, Josè Scheinkman, Laurence Weiss
The Journal of Fixed Income Jun 1991, 1 (1) 49-53; DOI: 10.3905/jfi.1991.692346