Nonlinear Mean Reversion in the Short-Term Interest Rate

Review of Financial Studies

Volumn 16, Issue 3, 2003, Pages 793-843

  Jones, Christopher S ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042788830     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/hhg014     Document Type: Article

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