Essays on capital markets
This dissertation is comprised of three essays. The first essay is an empirical examination into determining which spot rate processes are well suited to capturing the dynamics of the term structure of interest rates. The second essay explores a relatively new 'Price Deflator' approach to...
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| Language: | ENG |
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ScholarWorks@UMass Amherst
1998
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| Online Access: | https://scholarworks.umass.edu/dissertations/AAI9823770 |