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~person:"Gouriéroux, Christian"
~subject:"Zero-coupon bond"
~type_genre:"Arbeitspapier"
~type_genre:"Mehrbändiges Werk"
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Zero-coupon bond
Yield curve
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Gouriéroux, Christian
Jungbacker, Borus
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
2
A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406003
Saved in:
3
An analysis of the ultra long-term yields
Dubecq, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406547
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