Gaussian Estimation of Single-Factor Continuous Time Models of The Term Structure of Interest Rates
Article Abstract:
Gaussian estimation methods for continuous time models of interest rate term structure have been used as an alternative to the discrete approximation used by Chan, Karolyi, Longstaff and Sanders (1992), with the advantage of reduced temporal aggregation bias. Topics discussed include the continuous time interest rate models, Gaussian estimation, data and results.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 1997
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Corporate Behavior in Adjusting to Capital Structure and Dividend Targets: An Econometric Study
Article Abstract:
Corporate financial decision making is adjusted to long- term targeting in a two-phase model. Market imperfections lead to firm interdependencies and partial adjustment. Firm size, interest rate conditions, and stock price levels impact on adjustment speed.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 1984
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