Scandinavian Working Papers in Business Administration
Finance Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
No 02-4: Co-integration and exponential-affine models of the term structure
Jes Taulbjerg
Additional contact information
Jes Taulbjerg: Department of Finance, Aarhus School of Business, Postal: Fuglesangs Allé 4, 8210 Aarhus V, Denmark
Keywords: Finance; Nonlinear programming; Term structure; Interest rate theory
38 pages, May 13, 2003
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