Effect of Correlation on Bond Prices in Short Rate Models of Interest Rates

Mathematica Moravica
doi 10.5937/matmor1802089g
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Centre for Evaluation in Education and Science (CEON/CEES)

Related search

Asset Prices and Interest Rates in Cash-In-Advance Models

Journal of Political Economy
EconomicsEconometrics
1991English

Exchange Rates, Interest Rates, Security Prices and Retail Prices Indices

Financial Statistics
2010English

On the Correlation of Exchange Rates and Interest Rates

Journal of International Money and Finance
EconomicsEconometricsFinance
1986English

Exchange Rates, Interest Rates, Security Prices and Retail Prices Indices

Financial Statistics
2011English

Exchange Rates, Interest Rates, Security Prices and Retail Prices Indices

Financial Statistics
2009English

Oil Prices, Exchange Rates and Interest Rates

2019English

Exchange Rates, Interest Rates, Security Prices and Retail Prices Indices

Financial Statistics
2009English

Exchange Rates, Interest Rates, Security Prices and Retail Prices Indices

Financial Statistics
2009English

Short-Term Interest Rates

OECD Economic Outlook, Volume 2014 Issue 1
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy