Affine models of the joint dynamics of exchange rates and interest rates
Bing Anderson, Peter J. Hammond, and Cyrus A. Ramezani
| Year of publication: |
2010
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|---|---|
| Authors: | Anderson, Bing ; Hammond, Peter J. ; Ramezani, Cyrus A. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 5, p. 1341-1365
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| Subject: | Wechselkurs | Exchange rate | Zins | Interest rate | Volatilität | Volatility | Zinsstruktur | Yield curve | Theorie | Theory | Welt | World | 1998-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008907330