Related Books
Language: en
Pages: 47
Pages: 47
Type: BOOK - Published: 2003 - Publisher:
This paper addresses issues in extending the affine class of term structure models to describe the joint dynamics of exchange rates and interest rates. A standa
Language: en
Pages: 180
Pages: 180
Type: BOOK - Published: 2002 - Publisher:
Language: en
Pages: 25
Pages: 25
Type: BOOK - Published: 1999 - Publisher:
Language: en
Pages: 170
Pages: 170
Type: BOOK - Published: 1988 - Publisher: Springer
Language: en
Pages: 39
Pages: 39
Type: BOOK - Published: 2008 - Publisher:
Modeling the joint term structure of interest rates in the United States and the European Union, the two largest economies in the world, is extremely important