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A new method of testing pricing models as applied to forward interest rate models

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Author Info
Hugh Cohen
David Heath
Abstract

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Publisher Info
Paper provided by Federal Reserve Bank of Atlanta in its series Working Paper with number 92-16.

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Date of creation: 1992
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Handle: RePEc:fip:fedawp:92-16

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Related research
Keywords: Prices Interest rates

Cited by:
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  1. Schloegl, Erik, and Daniel Sommer, 1997. "Factor Models and the Shape of the Term Structure," Discussion Paper Serie B 395, University of Bonn, Germany. [Downloadable!]
Statistics
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This page was last updated on 2008-8-29.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.