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The surprise element: jumps in interest rates

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  • Das, Sanjiv R.

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  • Das, Sanjiv R., 2002. "The surprise element: jumps in interest rates," Journal of Econometrics, Elsevier, vol. 106(1), pages 27-65, January.
    • Handle: RePEc:eee:econom:v:106:y:2002:i:1:p:27-65
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    9. Pierluigi Balduzzi & Sanjiv Ranjan Das & Silverio Foresi, 1998. "The Central Tendency: A Second Factor In Bond Yields," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 62-72, February.
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