Modelling the term structure of interest rates: An efficient nonparametric approach

  1. Gómez-Valle, L.
  2. Martínez-Rodríguez, J.
Journal:
Journal of Banking and Finance

ISSN: 0378-4266

Year of publication: 2008

Volume: 32

Issue: 4

Pages: 614-623

Type: Article

DOI: 10.1016/J.JBANKFIN.2007.04.027 GOOGLE SCHOLAR