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Journal Articles

The effect of uncertainty on the information content of term spread and its components

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2021) 29 (1): 2–28.

https://doi.org/10.1108/JDQS-08-2020-0021

Published: 22 March 2021

... to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Term structure of interest rate Economic policy uncertainty Monetary and interest rate policies Stock market Economic activity E37 E44 G12 G14 G17...

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Journal Articles

The Term Structure Model under the α-Stable Levy Process

Joon Hee Rhee, Soo Chun Park

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2010) 18 (1): 77–100.

https://doi.org/10.1108/JDQS-01-2010-B0003

Published: 28 February 2010

.../licences/by/4.0/legalcode α-stable Levy Process Time Change Term Structure of Interest Rate ...

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