Nonlinear interest rate dynamics and implications for the term structure
| Year of publication: |
1996
|
|---|---|
| Authors: | Pfann, Gerard A. ; Schotman, Peter C. ; Tschernig, Rolf |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 74.1996, 1, p. 149-176
|