An affine model for short rates when monetary policy is path dependent
Crossref DOI link: https://doi.org/10.1007/s11147-024-09202-3
Published Online: 2024-05-13
Published Print: 2024-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Al-Zoubi, Haitham A. https://orcid.org/0000-0003-1983-0410
Text and Data Mining valid from 2024-05-13
Version of Record valid from 2024-05-13
Article History
Accepted: 25 March 2024
First Online: 13 May 2024
Declarations
:
: The authors have no relevant financial or non-financial interests to disclose.