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 :
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