A Convergence Model of the Term Structure of Interest Rates*-Reference-Cited by-同舟云学术

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A Convergence Model of the Term Structure of Interest Rates*

Published:2008-12-25 Issue:4 Volume:14 Page:727-747
ISSN:1573-692X
Container-title:Review of Finance
language:en
Short-container-title:

Author:

Ajevskis Viktors¹,Vitola Kristine¹

Affiliation:

1. Bank of Latvia

Publisher

Oxford University Press (OUP)

Subject

Finance,Economics and Econometrics,Accounting

Link

http://academic.oup.com/rof/article-pdf/14/4/727/26300246/rfn030.pdf

Reference16 articles.

1. Financial markets’ assessment of EMU;Bates,1999

2. Forward interest rates as predictors of EMU;De Grauwe,1996

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A term structure interest rate model with the Brownian bridge lower bound;Annals of Finance;2024-04-02

2. On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation;Mathematica Slovaca;2020-07-24

3. On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales;Mathematical Finance;2017-04-18

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