Asymmetric Mean Reversion in European Interest Rates: A Two-factor Model
| Year of publication: |
2007
|
|---|---|
| Authors: | Koutmos, Gregory ; Philippatos, George |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 13.2007, 8, p. 741-750
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