Title:

A Two-Factor Model of the German Term Structure of Interest Rates

Authors:

Nuno Cassola (European Central Bank)
Jorge Barros Luis (European Central Bank)

Journal:

Applied Financial Economics

Year:

2003

Volume:

13

Pages:

783-806

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
E43 - Determination of Interest Rates; Term Structure of Interest Rates