Title of article
From structural assumptions to a link between assets and interest rates
Author/Authors
Oliver Rei?، نويسنده , , John Schoenmakers، نويسنده , , Martin Schweizer، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
20
From page
593
To page
612
Keywords
Interest rates , Asset index , Volatility structure , Short rate , Homogeneous , Assets , Testable relation
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239007
Link To Document