Work

A term structure model under cyclical fluctuations in interest rates

Year: 2018

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2018.01.015

Authors: Manuel Moreno, Alfonso Novales, Federico Platania

Institutions: University of Castilla-La Mancha, Universidad Complutense de Madrid, Pôle Léonard de Vinci

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Banco de España

OpenAlex ID: W2794092452

FWCI: 0.655

Cites: 30

Cited by: 6

Related to: 10