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Mean Reversion of Interest Rates in the Eurocurrency Market

✍ Scribed by Jhy-Lin Wu; Show-Lin Chen

Book ID
108554687
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
188 KB
Volume
63
Category
Article
ISSN
0140-5543

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We thank Robert Webb (the Editor) and an anonymous referee for their extremely helpful comments and suggestions. We are also grateful to David Simon for his detailed discussion of an earlier version presented at the 2008 European Financial Management Annual Conference. The usual disclaimer applies.