AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE
MATACZ, ANDREW, BOUCHAUD, JEAN-PHILIPPEVolume:
3
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024900000838
Date:
October, 2000
File:
PDF, 601 KB
english, 2000