Is there a Nonlinear Mean Reversion in the Term Structure of Interest Rates at the Polish Interbank Market?

2015 ◽  
pp. 77-94
Author(s):  
Maria Blangiewicz ◽  
Paweł Miłobędzki
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Mean Reversion ◽  
Interbank Market ◽  
Nonlinear Mean Reversion

THE TERM STRUCTURE OF INTEREST RATES IN THE LONDON INTERBANK MARKET

1995 ◽  
Vol 47 (3) ◽  
pp. 418-436 ◽  
Author(s):  
A. STAN HURN ◽  
TERRY MOODY ◽  
V. ANTON MUSCATELLI
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Interbank Market

Nonlinear Mean Reversion in Stock Prices

CFA Digest ◽  
2008 ◽  
Vol 38 (4) ◽  
pp. 37-38
Author(s):  
Michael Kobal
Keyword(s):  
Stock Prices ◽  
Mean Reversion ◽  
Nonlinear Mean Reversion
Sign in / Sign up

Export Citation Format

Share Document