مرکز منطقه ای اطلاع رساني علوم و فناوري - A comprehensive analysis of the short-term interest-rate dynamics

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 :

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 :