REVEALING THE MARKET PRICE OF RISK FROM THE SHORT‐TERM RATE PROCESS

Georgi Georgev, Jay Jung, Hossein B. Kazemi and Mahnaz Mahdavi

Studies in Economics and Finance, 2002, vol. 20, issue 2, 19-38

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Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eme:sefpps:eb028763

DOI: 10.1108/eb028763

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