An Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Demand Deposits
- 31 August 1999
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 7 (1) , 8-31
- https://doi.org/10.3905/jod.1999.319107
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
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- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims ValuationEconometrica, 1992