Hysteresis effects under CIR interest rates-Reference-Cited by-同舟云学术

Hysteresis effects under CIR interest rates

Published:2011-06 Issue:3 Volume:211 Page:594-600
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Dias José Carlos,Shackleton Mark B.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference37 articles.

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4. Corporate bond valuation and hedging with stochastic interest rates and endogenous Bankruptcy;Acharya;Review of Financial Studies,2002

5. The market for “lemons”: quality uncertainty and the market mechanism;Akerlof;Quarterly Journal of Economics,1970

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