Browsing The Economic and Social Review, Vol. 21, No. 4, July, 1990 by Subject "Interest rates"
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Modelling the dynamics of the term structure of interest rates
(Economic & Social StudiesDublin, 1990)In order to provide tractable bond pricing formulae, the arbitrage theories of the term structure make specific assumptions as to the number, identity and process generating the underlying forcing variables. This paper ...