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

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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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