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The Stability of Interest Rate Processes.
- Source :
-
Working Paper Series (Federal Reserve Bank of Atlanta) . Nov97, Vol. 1997 Issue 13, Preceding p1-22. 23p. 6 Charts, 6 Graphs. - Publication Year :
- 1997
-
Abstract
- Presents details on a study on links between model selection and parameter stability of interest rate processes. Methodology used to examine the broad class of single-factor diffusion; Results of the study; Conclusions reached.
- Subjects :
- *INTEREST rates
Subjects
Details
- Language :
- English
- Volume :
- 1997
- Issue :
- 13
- Database :
- Academic Search Index
- Journal :
- Working Paper Series (Federal Reserve Bank of Atlanta)
- Publication Type :
- Report
- Accession number :
- 92753