An empirical investigation of the two-factor...

Review of Quantitative Finance and Accounting 1995 / 03 Vol. 5; Iss. 1

An empirical investigation of the two-factor Brennan-Schwartz term structure model

Chin-Wen Hsin
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Volume:
5
Language:
english
Pages:
22
DOI:
10.1007/bf01074853
Date:
March, 1995
File:
PDF, 1.17 MB
english, 1995
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