Short-term interest rates as subordinated diffusions

Review of Financial Studies

Volumn 10, Issue 3, 1997, Pages 525-577

  Conley, Timothy G ^b   Hansen, Lars Peter ^b   Luttmer, Erzo G J ^a   Scheinkman, José A ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031502658     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/10.3.525     Document Type: Article

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