School of Economics, University of Cape Town.
NO-ARBITRAGE ONE-FACTOR MODELS OF THE SOUTH AFRICAN TERM STRUCTURE OF INTEREST RATES
Article first published online: 10 SEP 2012
© 2012 The Authors. Journal compilation © 2012 Economic Society of South Africa
South African Journal of Economics
Volume 80, Issue 3, pages 301–318, September 2012
How to Cite
ALING, P. and HASSAN, S. (2012), NO-ARBITRAGE ONE-FACTOR MODELS OF THE SOUTH AFRICAN TERM STRUCTURE OF INTEREST RATES. South African Journal of Economics, 80: 301–318. doi: 10.1111/j.1813-6982.2011.01311.x
We are thankful to the anonymous referees, and to Brett Dugmore, Greg Farrell, Johannes Fedderke, Stephen Hall, Alain Kabundi, David Taylor and Khathu Todani for useful discussions or comments on previous versions of the paper. The usual disclaimer applies.
The views expressed herein are those of the authors, and not necessarily those of the South African Reserve Bank.
- Issue published online: 10 SEP 2012
- Article first published online: 10 SEP 2012
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!