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

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

Cite this

Koedijk, C. G., Nissen, F., Schotman, P. C., & Wolff, C. C. P. (1997). The dynamics of short-term interest rate volatility reconsidered. European Finance Review, 1(1), 105-130.
Koedijk, C.G. ; Nissen, F. ; Schotman, P.C. ; Wolff, C.C.P. / The dynamics of short-term interest rate volatility reconsidered. In: European Finance Review. 1997 ; Vol. 1, No. 1. pp. 105-130.
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Koedijk, CG, Nissen, F, Schotman, PC & Wolff, CCP 1997, 'The dynamics of short-term interest rate volatility reconsidered', European Finance Review, vol. 1, no. 1, pp. 105-130.

The dynamics of short-term interest rate volatility reconsidered. / Koedijk, C.G.; Nissen, F.; Schotman, P.C.; Wolff, C.C.P.

In: European Finance Review, Vol. 1, No. 1, 1997, p. 105-130.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - The dynamics of short-term interest rate volatility reconsidered

AU - Koedijk, C.G.

AU - Nissen, F.

AU - Schotman, P.C.

AU - Wolff, C.C.P.

N1 - Pagination: 26

PY - 1997

Y1 - 1997

M3 - Article

VL - 1

SP - 105

EP - 130

JO - European Finance Review

JF - European Finance Review

SN - 1382-6662

IS - 1

ER -