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):

Laurent Calvet

EDHEC Business School

Adlai J. Fisher

University of British Columbia Sauder School of Business

Liuren Wu

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 :
Source : Journal of Financial and Quantitative Analysis

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