Empirical tests of short-term interest rate models: a nonparametric approach

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Applied Financial Economics, Vol. 8, Iss. 4, 1998-08 ,pp. : 347-352

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A comparison of short-term interest rate models: empirical tests of interest rate volatility

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Applied Financial Economics, Vol. 8, Iss. 5, 1998-10 ,pp. : 505-512

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Money market operations and short-term interest rate volatility in the United Kingdom

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Applied Financial Economics, Vol. 13, Iss. 10, 2003-10 ,pp. : 701-719

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Implied option prices from the continuous time CKLS interest rate model: an application to the UK

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Applied Financial Economics, Vol. 13, Iss. 3, 2003-01 ,pp. : 191-197

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The relationship between short-term and forward interest rates: a structural time-series analysis

By Iyer Sridhar  

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