Estimating the Domestic Short Rate in a Convergence Model of Interest Rates

Pubblicato online: 24 apr 2020

Pagine: 33 - 48

Ricevuto: 27 ago 2019

DOI: https://doi.org/10.2478/tmmp-2020-0003

Parole chiave

interest rates, short rate, convergence model, calibration

© 2020 Zuzana Bučková et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.