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Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes; Martínez-Rodríguez, Julia - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10008702343
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Modelling the term structure of interest rates : an efficient nonparametric approach
Gómez-Valle, Lourdes; Martínez-Rodríguez, Julia - In: Journal of banking & finance 32 (2008) 4, pp. 614-623
Persistent link: https://www.econbiz.de/10003707723
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An alternative approach for estimating the coefficients of the term structure equation : a two-factor model
Gómez-del-Valle, Lourdes; Martínez-Rodríguez, Julia - 2006
Persistent link: https://www.econbiz.de/10003630292