Testing affine term structure models in case of transaction costs
Joost Driessen; Bertrand Melenberg; Theo Nijman
| Year of publication: |
2005
|
|---|---|
| Authors: | Driessen, Joost ; Melenberg, Bertrand ; Nijman, Theodore E. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 126.2005, 1, p. 201-232
|
| Subject: | Zinsstruktur | Yield curve | Transaktionskosten | Transaction costs | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002538651