Nonlinear interest rate dynamics and implications for the term structure

Pfann, Gerard A. and Schotman, Peter C. and Tschernig, Rolf (1996) Nonlinear interest rate dynamics and implications for the term structure. Journal of Econometrics 74, pp. 149-176.

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Item Type:Article
Institutions: Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Ökonometrie (Prof. Dr. Rolf Tschernig)
Interdisciplinary subject network:Immobilien- und Kapitalmärkte
Identification Number:
ValueType
10.1016/0304-4076(95)01754-2DOI
Subjects:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Owner:Gernot Deinzer
Deposited On:26 Mar 2009 11:25
Last Modified:22 Jul 2010 12:00
Item ID:6931
Owner Only: item control page