Nonlinear interest rate dynamics and implications for the term structure
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 74 (1996)
Issue (Month): 1 (September)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- G. Pfann & P. Schotman & R. Tschernig, 1994. "Nonlinear Interest Rate Dynamics and Implications for the Term Structure," SFB 373 Discussion Papers 1994,43, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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