From structural assumptions to a link between assets and interest rates (Q959749): Difference between revisions
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Revision as of 01:18, 20 March 2024
scientific article
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English | From structural assumptions to a link between assets and interest rates |
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From structural assumptions to a link between assets and interest rates (English)
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12 December 2008
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assets
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interest rates
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testable relation
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asset index
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volatility structure
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short rate
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homogeneous
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