OpenAlex
Nonlinear interest rate dynamics and implications for the term structure
Work
Year: 1996
Type: article
Source: Journal of Econometrics
Authors Gerard A. Pfann, Peter C. Schotman, Rolf Tschernig
Institutions Transnational University Limburg, Humboldt-Universität zu Berlin
Cites: 44
Cited by: 120
Related to: 10
FWCI: 7.302
Citation percentile (by year/subfield): 96.78
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed