Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds
Turan G. Bali
Journal of Banking & Finance, 2003, vol. 27, issue 2, 201-228
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (12)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378-4266(01)00216-3
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:27:y:2003:i:2:p:201-228
Access Statistics for this article
Journal of Banking & Finance is currently edited by Ike Mathur
More articles in Journal of Banking & Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().