Asymmetric Mean Reversion in European Interest Rates: A...

Asymmetric Mean Reversion in European Interest Rates: A Two-factor Model

Koutmos, Gregory, Philippatos, George C.
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Volume:
13
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/13518470701705728
Date:
December, 2007
File:
PDF, 110 KB
english, 2007
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