Mean reversion in the US treasury constant maturity rates

  1. Caporale, G.M.
  2. Gil-Alana, L.A.
Journal:
International Journal of Risk Assessment and Management

ISSN: 1741-5241,  1466-8297

Year of publication: 2009

Volume: 11

Issue: 1-2

Pages: 59-66

Type: Article

DOI: 10.1504/IJRAM.2009.022197 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus