A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds
Year of publication: |
1997
|
---|---|
Authors: | Riedel, Frank |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | term structure of interest rates | expectations hypotheses |
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