The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Diether Beuermann & Antonios Antoniou & Alejandro Bernales, 2005. "The Dynamics of the Short-Term Interest Rate in the UK," Finance 0512029, EconWPA.
- K. Ben Nowman & Burak Saltoglu, 2003. "An empirical comparison of interest rates using an interest rate model and nonparametric methods," Applied Economics Letters, Taylor & Francis Journals, vol. 10(10), pages 643-645.
- repec:ebl:ecbull:v:7:y:2007:i:7:p:1-10 is not listed on IDEAS
- K. Nowman, 2003. "A Note on Gaussian Estimation of the CKLS and CIR Models with Feedback Effects for Japan," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 10(2), pages 275-279, September.
- Quentin Wodon, 2007. "Constructing Fama-French Factors from style indexes: Japanese evidence," Economics Bulletin, AccessEcon, vol. 7(7), pages 1-10.
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