Advanced search

Found 1 essay matching the above criteria.

1. 1. Short-Term Interest Rate Models: An Application of Different Models in Multiple Countries

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yajie Zhao; Boru Wang; [2017]
   Keywords : The Vasicek model; the CIR model; General Method of Moments.; Business and Economics;

   Abstract : The purpose of this study is to compare the different short-term interest rate models, and to identify the better model within multiple countries. We selected three different types of data from the United States, the United Kingdom, and New Zealand. READ MORE