From structural assumptions to a link between assets and interest rates (Q959749): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.jedc.2005.12.006 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.JEDC.2005.12.006 / rank | |||
Normal rank |
Latest revision as of 09:58, 10 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | From structural assumptions to a link between assets and interest rates |
scientific article |
Statements
From structural assumptions to a link between assets and interest rates (English)
0 references
12 December 2008
0 references
assets
0 references
interest rates
0 references
testable relation
0 references
asset index
0 references
volatility structure
0 references
short rate
0 references
homogeneous
0 references
0 references