Estimating one-factor models of short-term interest rates
By: by Des Mc Manus and David Watt.
Contributors: Watt, David G.; Bank of Canada.
Series: Bank of Canada working paper -- 99-18; Working paper (Bank of Canada) -- 99-18.
Publisher: Bank of Canada
Published: 1999
Place of publication: [Ottawa]
Language: eng
Number of pages: 36
Subjects: Interest rates -- Mathematical models.
Notes: Distributed by the Government of Canada Depository Services Program.

Includes bibliographical references: p. 35-36.

Includes abstract in French.