Ajevskis, Viktors; Vītola, Kristīne - 2009
AJEVSKIS
KRISTĪNE VĪTOLA
A CONVERGENCE MODEL OF THE TERM STRUCTURE
OF INTEREST RATES
A CONVERGENCE MODEL OF THE TERM STRUCTURE …
FIM – Finnish mark
FRF – French frank
ITL – Italian lira
NLG – Dutch gulden
1
A CONVERGENCE MODEL OF THE TERM … STRUCTURE OF INTEREST RATES
ABSTRACT
This paper develops a convergence model of the term structure of interest rates in
the …