Staying on Top of the Curve: A Cascade Model of Term Structure Dynamic
Journal of Financial and Quantitative Analysis, Volume 53, Issue 2, April 2018 , pp. 937-963
Author(s):
EDHEC Business School
University of British Columbia Sauder School of Business
Baruch College Zicklin School of Business
Journal of Financial and Quantitative Analysis, Volume 53, Issue 2, April 2018 , pp. 937-963
| Type: | Academic publication |
|---|---|
| Date: | le 02/05/2018 |
| Research Cluster : | Economics |
| Source : | Journal of Financial and Quantitative Analysis |
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About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
