Year | 2024 |
---|---|
Authors | SHIH-KUEI LIN |
Paper Title | Dong-Jie Fang*;Zong-Wei Yeh;Jie-Cao He;Shih-Kuei Lin*, 2024.09, 'What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion, ' Pacific-Basin Finance Journal, pp.102392.((國科會財務領域國際期刊A Tier 2級期刊))(*為通訊作者) |
Vol.No | 126104 |
Date of Publication | 2024-09-01 |