Using proxies for the short rate: When are three months like an instant?

Review of Financial Studies

Volumn 12, Issue 4, 1999, Pages 763-806

  Chapman, David A ^a   Long Jr , John B ^c   Pearson, Neil D ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^c NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033416235     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/12.4.763     Document Type: Article

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