The impact of jump risks on nominal interest rates and foreign exchange rates
Year of publication: |
1992
|
---|---|
Authors: | Ahn, Chang-mo |
Other Persons: | Thompson, Howard Elliott (contributor) |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 2.1992, 1, p. 17-31
|
Subject: | Inflation | Zins | Interest rate | Inflationskonvergenz | Inflation convergence | CAPM | Gleichgewichtstheorie | Equilibrium theory | Theorie | Theory |
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