Work

An Empirical Comparison of Alternative Models of the Short-Term Interest Rate

Year: 1992

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1992.tb04011.x

Authors: K. C. CHAN, G. ANDREW KAROLYI, FRANCIS A. LONGSTAFF, ANTHONY B. SANDERS

Institution: The Ohio State University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2138197227

FWCI: 40.35

Cites: 56

Cited by: 1,681

Related to: 10