haku: @indexterm Term structure of interest rates / yhteensä: 111
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| Tekijä: | Nowman, K.B. |
| Otsikko: | The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates |
| Lehti: | International Review of Financial Analysis
2002 : VOL. 11:1, p. 29-38 |
| Asiasana: | INTEREST RATES TERM STRUCTURE OF INTEREST RATES VOLATILITY JAPAN |
| Kieli: | eng |
| Tiivistelmä: | In this paper, the authors apply the recently introduced Gaussian estimation methodology in the estimation of a range of one factor short-term interest rate models on Japanese Certificate of Deposit (DC) and Gensaki interest rates. |
SCIMA