Self-organizing maps (SOM) have proven to be of significant economic value in the areas of
finance, economic and marketing applications. As a result, this area is rapidly becoming a …

This paper examines the impact that a currency target zone has on short-term interest rates.
For a number of countries in the European Monetary System, we characterize the short rate …

Several economic and financial time series are bounded by an upper and lower finite limit
(eg, interest rates). It is not possible to say that these time series are random walks because …

This paper examines the stochastic behavior of the 1-month interbank rate in ten countries.
Various one-factor models are estimated using an exact maximum likelihood estimator …

This paper presents a careful reexamination of Chan, Karolyi, Longstaff, and Sanders (CKLS
1992). By redefining the possible regime shift period in line with evidence from known policy …

This paper presents an analytic approximation formula for pricing zero-coupon bonds, when
the dynamics of the short-term interest rate are driven by a one-factor mean-reverting …

A number of continuous time models of the short-term interest rate are estimated using
recently developed Gaussian estimation methods on four currencies interest rates. Results …

Subsequent to the influential paper of [Chan, KC, Karolyi, GA, Longstaff, FA, Sanders, AB,
1992. An empirical comparison of alternative models of the short-term interest rate. Journal …

This paper models the stochastic behavior of short-term interest rates, and determines the
correct specification of the drift and diffusion functions of the spot rate process. A wide variety …

Description Self-compacting concrete (SCC) was elaborated using local materials and silica
fume (SF) as admixture in 15% of cement quantity, two different Portland cements (PC) and …