haku: @author Chiang, T. C. / yhteensä: 5
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| Tekijä: | Chiang, T. C. Chiang, J. J. |
| Otsikko: | On the nonlinear specifications of the short-term interest rate behavior: Evidence from euro-currency markets |
| Lehti: | Review of Quantitative Finance and Accounting
1999 : JUN, VOL. 12:4, p. 351-370 |
| Asiasana: | Currency Euro Markets Interest rates Models |
| Kieli: | eng |
| Tiivistelmä: | This paper presents a coherent nonlinear interest rate model incorporating the dynamics of the error correction specification into the traditional term structure model. |
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