The Dynamics of Short-Term Interest Rate Volatility Reconsidered

Author： Koedijk K.G.   Nissen F.   Schotman P.C.   Wolff C.C.P.  

Publisher： Springer Publishing Company

ISSN： 1382-6662

Source： European Finance Review, Vol.1, Iss.1, 1997-01, pp. : 105-130

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