Título:

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

Autores:

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

Revista:

Applied Financial Economics

Ano:

2003

Volume:

13

Páginas:

783-806

Códigos JEL:

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