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Nonlinear mean reversion in the term structure of interest rates Author info | Abstract | Publisher info | Download info | Related research | Statistics Seo, Byeongseon
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control .
Volume (Year): 27 (2003)
Issue (Month): 11-12 (September)
Pages: 2243-2265
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Handle: RePEc:eee:dyncon:v:27:y:2003:i:11-12:p:2243-2265Contact details of provider: Web page: http://www.elsevier.com/locate/jedc
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Other versions: van Tol, Michel R & Wolff, Christian C, 2005.
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