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Interest Rate Volatility and Equilibrium Models of the Term Structure: Empirical Evidence
Interest Rate Volatility and Equilibrium Models of the Term Structure: Empirical Evidence This research paper examines the justification of using the one-factor general equilibrium model of Cox, ...- Authors: Marc A Godin
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling