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~institution:"Federal Reserve Bank of Atlanta"
~person:"Cohen, Hugh"
~person:"Ronn, Ehud I."
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Cohen, Hugh
Ronn, Ehud I.
Bliss, Robert R.
4
Abken, Peter A.
3
Fisher, Mark
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1
The implied volatility of U.S.
interest
rates
: evidence from callable U. S. Treasuries
Bliss, Robert R.
;
Ronn, Ehud I.
-
Federal Reserve Bank of Atlanta
-
1995
of
interest
rates
over the extended 1926-1994 period. This paper uses the prices of callable as well as non …
Persistent link: https://www.econbiz.de/10005401919
Saved in:
2
Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims
Abken, Peter A.
;
Cohen, Hugh
-
Federal Reserve Bank of Atlanta
-
1994
Persistent link: https://www.econbiz.de/10005514589
Saved in:
3
A new method of testing pricing models as applied to forward interest rate models
Cohen, Hugh
;
Heath, David
-
Federal Reserve Bank of Atlanta
-
1992
Persistent link: https://www.econbiz.de/10005514578
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