Another Look at Models of the Short-Term Interest Rate

Journal of Financial and Quantitative AnalysisPublished 1 March 1996

Robin J. Brenner, Richard H. Harjes, Kenneth F. Kroner

DOI10.2307/2331388

Source URL

Citations328

SJR quartileQ1

SJR score4.46

SNIP2.34

Abstract

Robin J. Brenner, Richard H. Harjes, Kenneth F. Kroner, Another Look at Models of the Short-Term Interest Rate, The Journal of Financial and Quantitative Analysis, Vol. 31, No. 1 (Mar., 1996), pp. 85-107

Keywords

Economics, Econometrics and Finance