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Unit roots and the estimation of interest rate dynamics

, and . Journal of Empirical Finance, 3 (2): 215--238 (June 1996)

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On inferring standard deviations from path dependent options, , and . Economics Letters, 18 (4): 377--380 (1985)Prepayment, Default, and the Valuation of Mortgage Pass-Through Securities, and . The Journal of Business, 65 (2): 221--239 (1992)Investigating security-price performance in the presence of event-date uncertainty, and . Journal of Financial Economics, 22 (1): 123--153 (October 1988)Differential taxation and the equilibrium structure of interest rates. Journal of Banking & Finance, 9 (3): 363--385 (September 1985)A comparison of financial recontracting in distressed exchanges and chapter 11 reorganizations, and . Journal of Financial Economics, 35 (3): 349--370 (June 1994)Stochastic correlation across international stock markets, and . Journal of Empirical Finance, 7 (3-4): 373--388 (November 2000)An empirical investigation of the EOE gold options market, , and . Journal of Banking & Finance, 9 (1): 101--113 (March 1985)Unit roots and the estimation of interest rate dynamics, and . Journal of Empirical Finance, 3 (2): 215--238 (June 1996)