No-arbitrage one-factor models of the South African term structure of interest rates
Year of publication: |
2012
|
---|---|
Authors: | Aling, Peter ; Hassan, Shakill |
Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 80.2012, 3, p. 301-318
|
Subject: | Zinsstruktur | Yield curve | Südafrika | South Africa | Theorie | Theory |
-
Hsing, Yu, (2011)
-
On the term structure of South African interest rates : cointegration and threshold adjustment
Iyke, Bernard Njindan, (2017)
-
The application of different term-structure models to estimate South African real spot rate curve
Mashoene, Mmakganya, (2021)
- More ...
-
NO-ARBITRAGE ONE-FACTOR MODELS OF THE SOUTH AFRICAN TERM STRUCTURE OF INTEREST RATES
ALING, PETER, (2012)
-
No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates
Aling, Peter, (2011)
-
NO‐ARBITRAGE ONE‐FACTOR MODELS OF THE SOUTH AFRICAN TERM STRUCTURE OF INTEREST RATES
ALING, PETER, (2012)
- More ...