Open AccessAn Empirical Comparison of Alternative Models of the Short-Term Interest Rate
Author(s) -
K. C. Chan,
George Andrew Karolyi,
Francis A. Longstaff,
Anthony B. Sanders
Publication year - 1992
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.2307/2328983
Subject(s) - interest rate , term (time) , rendleman–bartter model , yield curve , econometrics , short rate , volatility (finance) , short rate model , economics , interest rate derivative , vasicek model , macroeconomics , physics , quantum mechanics
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