Title of article
A comprehensive analysis of the short-term interest-rate dynamics
Author/Authors
Turan G. Bali، نويسنده , , Liuren Wu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
22
From page
1269
To page
1290
Keywords
Short-term interest rates , Nonlinearity , Jumps , GARCH , Stochastic Volatility
Journal title
Journal of Banking and Finance
Serial Year
2006
Journal title
Journal of Banking and Finance
Record number
193868
Link To Document