An Empirical Examination of the Cox, Ingersoll and Ross Model of the Term Structure of Interest Rates.
| Year of publication: |
1991
|
|---|---|
| Authors: | Pearson, N.D. ; Sun, T.S. |
| Institutions: | Graduate School of Business, Columbia University |
| Subject: | interest rate | economic models | capital market |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 27 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005631006