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A Two-factor Model of the U.K. Yield Curve.

Authors :
Steeley, James. M.
Source :
Manchester School (1463-6786); 1997, Vol. 65 Issue S, p32-58, 27p
Publication Year :
1997

Details

Language :
English
ISSN :
14636786
Volume :
65
Issue :
S
Database :
Complementary Index
Journal :
Manchester School (1463-6786)
Publication Type :
Academic Journal
Accession number :
63147650
Full Text :
https://doi.org/10.1111/1467-9957.65.s.2