Nonlinear interest rate dynamics and implications for the term structure
Year of publication: |
1996
|
---|---|
Authors: | Pfann, Gerard A. ; Schotman, Peter C. ; Tschernig, Rolf |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 74.1996, 1, p. 149-176
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
-
Inferring volatility from the yield curve
Brousseau, Vincent, (2015)
-
Forecasting interest rates using geostatistical techniques
Arbia, Giuseppe, (2015)
-
Applications of an IS-MP model with yield curve
Wang, X. Henry, (2016)
- More ...
-
Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A., (1996)
-
Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A., (1994)
-
Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A., (1996)
- More ...