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Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates
Home
Publications
Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates
Arbitrage-Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates
RB
Robert R. Bliss
Robert R. Bliss
ER
Ehud I. Ronn
Ehud I. Ronn
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1 July 1989
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 44
(3)
,
591-610
https://doi.org/10.2307/2328772
Abstract
No abstract available
Keywords
TERM STRUCTURE
INTEREST RATES
MODEL
STRUCTURE OF INTEREST
TRINOMIAL
PAPER EXTENDS
CURRENT PAPER
OBSERVABLE STATE
STATE VARIABLES
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