The Stochastic Behavior of Interest Rates: Implications from a Multifactor, Nonlinear Continuous-Time Model (original) (raw)

1998

Abstract

∗aStern School of Business, NYU, 40 West 4th Street, Suite 9-160, New York, NY 10012, email: jboudouk@stern.nyu.edu; bStern School of Business, NYU and NBER, 40 West 4th Street, Suite 9-190, New York, NY 10012, email: mrichardson@stern.nyu.edu, phone #: ...

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