Structuring Volatile Swiss Interest Rates: Some Evidence on the Present Value Model and a VAR-VARCH Approach

Kunst, Robert M. ORCID: https://orcid.org/0000-0001-6831-2471 and Polasek, Wolfgang (1994) Structuring Volatile Swiss Interest Rates: Some Evidence on the Present Value Model and a VAR-VARCH Approach. In: Kaehler, Jürgen and Kugler, Peter, (eds.) Econometric Analysis of Financial Markets. Studies in Empirical Economics. Heidelberg: Physica-Verlag, pp. 105-128.

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Item Type:	Book Contribution
Status:	Published
Date Deposited:	29 Jan 2015 11:26
Last Modified:	17 Jan 2019 09:50
URI:	http://irihs.ihs.ac.at/id/eprint/2675

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