The dynamics of short-term interest rate volatility reconsidered

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

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@article{bc4cd09a6fb3484eae677d8fcb3a648a,

title = "The dynamics of short-term interest rate volatility reconsidered",

author = "C.G. Koedijk and F. Nissen and P.C. Schotman and C.C.P. Wolff",

note = "Pagination: 26",

year = "1997",

language = "English",

volume = "1",

pages = "105--130",

journal = "European Finance Review",

issn = "1382-6662",

publisher = "Kluwer Academic Publishers",

number = "1",

}