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AgEcon Search 2 records found
1.
The paper develops an empirical no-arbitrage Gaussian affine term structure model to explain the dynamics of the German term structure of interest rates. In contrast to [...]
2008 | Journal Article |
2.
We analyze the speed of mean reversion (k) in the convenience yield and the spot price volatility for 7 US commodities between 1989-2012. In the hog market k is large, so [...]
2013 | Conference Paper/ Presentation |

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