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

Data publikacji: 24 kwi 2020

Zakres stron: 33 - 48

Otrzymano: 27 sie 2019

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

Słowa kluczowe

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.