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
Keywords :
Interest rates , Asset index , Volatility structure , Short rate , Homogeneous , Assets , Testable relation
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control