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The term structure of interest rate differentials in a target zone

The term structure of interest rate differentials in a target zone1990

Lars E. O. Svensson

Details

First published
1990
OL Work ID
OL3094915W

Subjects

Mathematical modelsForeign exchangeInterest ratesBrownian motion processesDevaluation of currency

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Book data from Open Library. Cover images courtesy of Open Library.