A Convergence Model of the Term Structure of Interest Rates*
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Publication:3063959
DOI10.1093/ROF/RFN030zbMath1202.91330OpenAlexW2008434634MaRDI QIDQ3063959
Kristine Vitola, Viktors Ajevskis
Publication date: 17 December 2010
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://www.bank.lv/public_files/images/img_lb/izdevumi/english/citas/wp_2009-1_ajevskis-vitola.pdf
Statistical methods; risk measures (91G70) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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