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