Items where Subject is "T > Term structure of interest rates"

Up a level
Export as [feed] Atom [feed] RSS
Group by: Creators | Item Type
Jump to: F
Number of items at this level: 1.

F

Feldhütter, P, Heyerdahl-Larsen, C and Illeditsch, P (2018) Risk premia and volatilities in a nonlinear term structure model. Review of Finance, 22 (1). pp. 337-380. ISSN 1572-3097 OPEN ACCESS

This list was generated on Wed Oct 28 01:03:20 2020 GMT.
LBS Research Online is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.