Panel data analysis of Japanese government bond market : CIR model and Vasicek model
Koichi Miyazaki and Hiroe Tsubaki
| Year of publication: |
2001
|
|---|---|
| Authors: | Miyazaki, Koichi ; Tsubaki, Hiroe |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 10.2001, 4, p. 41-50
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| Subject: | Öffentliche Anleihe | Public bond | Finanzanalyse | Financial analysis | Panel | Panel study | Japan |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | CIR = Cox-Ingersoll-Ross In: The journal of fixed income |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001580721