Estimating One-Factor Models of Short-Term Interest Rates
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- Peter Aling & Shakill Hassan, 2012.
"No-Arbitrage One-Factor Models Of The South African Term Structure Of Interest Rates,"
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Economic Society of South Africa, vol. 80(3), pages 301-318, September.
- Peter Aling & Shakill Hassan, 2011. "No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates," Working Papers 246, Economic Research Southern Africa.
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More about this item
KeywordsFinancial markets; Interest rates;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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