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

Kunst, Robert M. 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: 01 Apr 2016 14:16
URI: http://irihs.ihs.ac.at/id/eprint/2675

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