The dynamics of short-term interest rate volatility reconsidered

C.G. Koedijk, F. Nissen, P.C. Schotman, C.C.P. Wolff

Research output: Contribution to journalArticleProfessional

406 Downloads (Pure)
Original languageEnglish
Pages (from-to)105-130
Number of pages26
JournalEuropean Finance Review
Volume1
Issue number1
Publication statusPublished - 1997
Externally publishedYes

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