Sarah Hussein AlTalafha

Central Bank of Jordan

PO. Box 37

King Hussein Street

Amman, 11118

Jordan

  • Central Bank of Jordan

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The Effect of Conditional Volatility, Skewness, and Excess Kurtosis on Interest Rates

Number of pages: 66 Posted: 23 Sep 2022
Sarah Hussein AlTalafha and Neal Maroney
Central Bank of Jordan and University of New Orleans - College of Business Administration
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Asset Pricing, Bond Interest Rates, Term Structure