A comparative evaluation of alternative models of the term structure of interest rates
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Publication:1268217
DOI10.1016/0377-2217(95)00108-5zbMath0912.90014OpenAlexW1996084398MaRDI QIDQ1268217
Costanza Torricelli, Gianna Boero
Publication date: 18 October 1998
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(95)00108-5
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Related Items (6)
A cyclical square-root model for the term structure of interest rates ⋮ A tractable interest rate model with explicit monetary policy rates ⋮ Kriging of financial term-structures ⋮ Affine model of inflation-indexed derivatives and inflation risk premium ⋮ A comparative evaluation of alternative models of the term structure of interest rates ⋮ The rational expectation dynamics of a model for the term structure and monetary policy
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