Co-integration and exponential-affine models of the term structure
| Year of publication: |
2003-05-13
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|---|---|
| Authors: | Taulbjerg, Jes |
| Institutions: | Ehrvervøkonomisk Institut, Institut for Ăkonomi |
| Subject: | Finance | Nonlinear programming | Term structure | Interest rate theory |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Working Papers Number 02-4 38 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005260618