Is there a nonlinear mean reversion in the term structure of interest rates at the Polish interbank market?
Maria Blangiewicz; Paweł Miłobędzki
| Year of publication: |
2008
|
|---|---|
| Authors: | Blangiewicz, Maria ; Miłobędzki, Pawel |
| Published in: |
New developments in financial modelling. - Newcastle upon Tyne : Cambridge Scholars Publ., ISBN 1-84718-674-2. - 2008, p. 77-94
|
| Subject: | Finanzmarkt | Financial market | Bankgeschäft | Banking services | Zinsstruktur | Yield curve | Geldmarkt | Money market | Finanzmathematik | Mathematical finance | Polen | Poland |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003981774