✦ LIBER ✦

Mean reversion in US and international short rates

✍ Scribed by Charlotte Christiansen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Mean-reversion in international real int

✍ Jae H. Kim; Philip Inyeob Ji 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 313 KB

Mean Reversion of Short-run Interest Rat

✍ Bertrand Candelon; Luis A. Gil-Alana 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 291 KB

Mean reversion in real exchange rates

✍ Yin-Wong Cheung; Kon S. Lai 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 442 KB

Mean reversion in the real exchange rate

✍ Luis A. Gil-Alana 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 40 KB

Nonlinear mean reversion in real exchang

✍ Georgios E. Chortareas; George Kapetanios; Yongcheol Shin 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 56 KB

Markov-Switching Mean Reversion in Short

✍ CHEW LIAN CHUA; SANDY SUARDI 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 365 KB