Empirical analysis of the yield curve: The information in the data viewed through the window of Cox, Ingersoll, and Ross

Journal of Finance

Volumn 57, Issue 3, 2002, Pages 1479-1520

  Lamoureux, Christopher G ^a   Witte, H Douglas ^b  

^a UNIVERSITY OF ARIZONA   (United States)

^b UNIVERSITY OF MISSOURI   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0043172332     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00467     Document Type: Article

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