Riskfree Rate Dynamics: Information, Trading, and State Space Modeling

M. van der Wel

Research output: PhD ThesisPhD Thesis - Research VU Amsterdam, graduation VU Amsterdam

170 Downloads (Pure)
Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Lucas, André, Supervisor
  • Koopman, SJ, Supervisor
  • Menkveld, AJ, Co-supervisor
Award date1 Dec 2008
Print ISBNs789051707694
Publication statusPublished - 2008

Bibliographical note

Naam instelling promotie: VU Vrije Universiteit
Naam instelling onderzoek: VU Vrije Universiteit

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