“Extended Black” term structure models
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference36 articles.
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1. Tests of non linear Gaussian term structure models;Journal of International Financial Markets, Institutions and Money;2016-09
2. Gaussian models for Euro high grade government yields;The European Journal of Finance;2016-05-27
3. Common factors, principal components analysis, and the term structure of interest rates;International Review of Financial Analysis;2012-09
4. Tests of Non Linear Gaussian Term Structure Models;SSRN Electronic Journal;2011
5. Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models;International Review of Financial Analysis;2010-12
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