Nonlinear asymmetric models of the short-term interest rate

Journal of Futures Markets

Volumn 26, Issue 9, 2006, Pages 869-894

  Demirtas, K Ozgur ^a  

^a CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748045154     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20214     Document Type: Article

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