Macro factors and the affine term structure of interest rates

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Bibliographic Information

Title
"Macro factors and the affine term structure of interest rates"
Statement of Responsibility
by Tao Wu
Publisher
  • UMI Dissertation Services
Publication Year
  • 2001
Book size
23 cm

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Notes

Reprint. Description based on: 2002 xerographic processing copy

Thesis (Ph.D.)--Yale University, 2001

Bibliography: p. 43-47

UMI number: 3007450

Details 詳細情報について

  • CRID
    1130000795505454464
  • NII Book ID
    BA58824707
  • Text Lang
    en
  • Country Code
    us
  • Title Language Code
    en
  • Place of Publication
    • Ann Arbor, Mich.
  • Data Source
    • CiNii Books
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