Nonlinear mean reversion in the short-term interest rate
Christopher S. Jones
| Year of publication: |
2003
|
|---|---|
| Authors: | Jones, Christopher S. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 16.2003, 3, p. 793-843
|
| Subject: | Zinsstruktur | Yield curve | USA | United States | Mean Reversion | Mean reversion | 1973-1995 |
| 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/10001794935