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. https://doi.org/10.1007/978-3-642-48666-1_8

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Item Type:	Book Contribution
Former Research Units:	Divisions > All Research Groups > Old Former Research Groups > Former Departments (until 2015) > Department of Economics and Finance > Academic Research
Date Deposited:	29 Jan 2015 11:26
Last Modified:	06 Jun 2025 12:47
DOI:	10.1007/978-3-642-48666-1_8
ISBN:	Print ISBN: 978-3-642-48668-5, Online ISBN: 978-3-642-48666-1
URI:	https://irihs.ihs.ac.at/id/eprint/2675

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