The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables

AuthID
P-00F-P54
2
Author(s)
De Jong, F
·
Tipo de Documento
Article
Year published
1999
Publicado
in Journal of Financial and Quantitative Analysis, ISSN: 0022-1090
Volume: 34, Número: 1, Páginas: 131-157
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-0033441741
Source Identifiers
ISSN: 0022-1090
Export Publication Metadata
Citações
Oops! It looks like you don't have access to this content.

This section is restricted to uses with b-on access.



CORE Conference
No information about CORE Rank

During the preprocessing phase, only publications of type 'Proceedings Paper' or 'Proceedings' are automatically processed to identify their CORE Rank.

TIP: If your publication's CORE Rank is missing, you can contact with your institutional manager to have the correct ranking manually added to the record.

Journal Factors
Oops! It looks like you don't have access to this content.

This section is restricted to uses with b-on access.