Modeling the Euro overnight rate

  1. Benito, F.
  2. León, Á.
  3. Nave, J.
Journal:
Journal of Empirical Finance

ISSN: 0927-5398

Year of publication: 2007

Volume: 14

Issue: 5

Pages: 756-782

Type: Article

DOI: 10.1016/J.JEMPFIN.2007.04.001 GOOGLE SCHOLAR