Conference Paper
Empirical tests of two state-variable Heath-Jarrow models
Keywords: Econometric models; Interest rates;
Status: Published in Derivatives and intermediation ; Journal of money, credit and banking, v. 28, no. 3, pt.2
Authors
Bibliographic Information
Provider: Federal Reserve Bank of Cleveland
Part of Series: Proceedings
Publication Date: 1996
Issue: Aug
Pages: 452-481