Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data

Author: Nowman K. Ben  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.21, Iss.14, 2011-07, pp. : 1069-1078

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract