The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
Year of publication: |
[2001]
|
---|---|
Authors: | Santa-Clara, Pedro |
Other Persons: | Sornette, Didier (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Review of Financial Studies Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December, 1999 erstellt |
Other identifiers: | 10.2139/ssrn.216455 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Transmission of policy shocks in a monetary asset-pricing model
Müller, Markus, (1999)
-
How does European integration affect the European stock markets?
Erdogan, Burcu, (2009)
-
Margin trading bans in experimental asset markets
Füllbrunn, Sascha, (2012)
- More ...
-
The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro, (2001)
-
Professor Zipf Goes to Wall Street
Malevergne, Yannick, (2009)
-
Professor Zipf Goes to Wall Street
Malevergne, Yannick, (2009)
- More ...