Asymmetric mean reversion in European interest rates : a two-factor model
Gregory Koutmos & George C. Philippatos
| Year of publication: |
2007
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|---|---|
| Authors: | Koutmos, Gregory ; Philippatos, George C. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 13.2007, 7/8, p. 741-750
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| Subject: | Zins | Interest rate | Mean Reversion | Mean reversion | Wirtschaftsmodell | Economic model | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | Großbritannien | United Kingdom | Frankreich | France |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003610017