A model of the term structure of interest rates for an economically dependent country

DOI10.1007/BF02425190zbMath1153.91727MaRDI QIDQ1000358

Isao Shoji

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

91B84: Economic time series analysis

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91B82: Statistical methods; economic indices and measures