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A theory of the term structure of interest rates. Cox J C,Ingersoll J E,Ross S A. Econometrica . 1985
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Rational expectation econometric analysis of changes in regime: an investigation of the term structure of interest rates. Hamilton J D. Journal of Econometrics . 1988
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An empirical comparison of alternative models of the short -term interest rates. Chan K C,Karolyi G A,Longstaff F A,Sanders A B. The Journal of Finance . 1992
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Analysis of time series subject to changes in regime. Hamilton J D. Journal of Econometrics . 1990
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An equilibrium characterization of the term structure. Vasicek O. The Journal of Finance . 1977