An analysis of nonlinearities in term premiums and forward rates
| Year of publication: |
1996
|
|---|---|
| Authors: | Huang, Roger D. ; Lin, Charles S. Y. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 3.1996, 4, p. 347-368
|
| Publisher: |
Elsevier |