Models of the term structure of interest rates
By: John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay.
Contributors: Lo, Andrew W.; MacKinlay, A. Craig.
Series: Economics working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.94-10; Economics research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.94-9.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1994
Place of publication: Philadelphia
Language: eng