Affine Term-Structure Models: Theory and Implementation

By D. Bolder. 2001

118 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/d4da7fe5a0511fe9dcc7bc20852e2426056b579e

How researchers see this paper

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In Finance

1. Constantin Zopounidis
2. P. Pardalos
3. Michael Doumpos
4. Fadzlan Sufian
5. Kyriaki Kosmidou

Citations in the corpus

• Handbook of Financial Engineering (2011, methodology): “Management Science, 39(10):1255–1260, 1993.”
• Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2005, unknown): “Bolder (2001) provides a useful introduction to these models. first became available) to the present, and four lags of each variable are included in the VAR.”