Modeling the stochastic behavior of short-term interest rates : pricing implications for discount bonds
Turan G. Bali
| Year of publication: |
2003
|
|---|---|
| Authors: | Bali, Turan G. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 27.2003, 2, p. 201-228
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | ARCH-Modell | ARCH model | USA | United States | 1983-1998 |
| 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/10001721795