Showing 1 - 10 of 165
Persistent link: https://www.econbiz.de/10003810161
Persistent link: https://www.econbiz.de/10003387612
Persistent link: https://www.econbiz.de/10001771705
Persistent link: https://www.econbiz.de/10001581197
Nonlinear drift models of the short-rate are estimated using data on the short-end of the term structure, where the cross-sectional relation is obtained by an analytical approximation. We find that (i) nonlinear physical drift is not implied unless it is strongly affected by cross-sectional...
Persistent link: https://www.econbiz.de/10004992519
Persistent link: https://www.econbiz.de/10003757809
Persistent link: https://www.econbiz.de/10003716165
Persistent link: https://www.econbiz.de/10011911531
Persistent link: https://www.econbiz.de/10013472835
Persistent link: https://www.econbiz.de/10001187918