Factor Analysis of the Term Structure: A Probabilistic Approach.
Year of publication: |
1992
|
---|---|
Authors: | Frachot, A. ; Janci, D. ; Lacoste, V. |
Institutions: | Banque de France |
Subject: | economic theory |
-
Ferreira, Gabriela, (2022)
-
The Axiomatics of Economic Design, Vol. 1 : An Introduction to Theory and Methods
Thomson, William, (2023)
-
A Journey Through Economics : On Prosperity, Digitalization, and Justice
Pietsch, Detlef, (2025)
- More ...
-
Expectations Hypothesis and Stochastic Volatilities.
Frachot, A., (1993)
-
How to stabilize financial markets before EMU?
Frachot, Antoine, (1997)
-
A Note on the Behavior of Long Zero Coupon Rates in a No Arbitrage Framework.
El Karoui, N., (1996)
- More ...