Forward versus spot interest-rate models of the term structure: an empirical comparison

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@article{7246cb8fcdbf45a89bf9cba64c9957fd,

title = "Forward versus spot interest-rate models of the term structure: an empirical comparison",

author = "Pelsser, \{AAJ (Antoon)\} and J Moraleda",

year = "2000",

language = "Undefined/Unknown",

volume = "7",

pages = "9--21",

journal = "The Journal of Derivatives",

issn = "1074-1240",

publisher = "Portfolio Management Research",

number = "3",

}