Empirical tests of two state-variable Heath-Jarrow models
| Year of publication: |
1996
|
|---|---|
| Authors: | Bliss, Robert R. ; Richken, Peter |
| Published in: |
Proceedings. - Federal Reserve Bank of Cleveland. - 1996, Aug, p. 452-481
|
| Publisher: |
Federal Reserve Bank of Cleveland |
| Subject: | Econometric models | Interest rates |
| Type of publication: | Article |
|---|---|
| Notes: | Published in Derivatives and intermediation ; Journal of money, credit and banking, v. 28, no. 3, pt.2 |
| Source: |
Persistent link: https://www.econbiz.de/10005420312