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~institution:"Banque de France"
~institution:"Finance Discipline Group, Business School"
~institution:"Institut für Weltwirtschaft"
~person:"Dubecq, S."
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Dubecq, S.
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Finance Discipline Group, Business School
Institut für Weltwirtschaft
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A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, S.
;
Gourieroux, C.
-
Banque de France
-
2012
rates either under rather unrealistic conditions on the dynamic of the short term
interest
rate
, or at the cost of explosive …
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