A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds
Year of publication: |
1997
|
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Authors: | Riedel, Frank |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | term structure of interest rates | expectations hypotheses |
Series: | SFB 373 Discussion Paper ; 1997,19 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 728567407 [GVK] hdl:10419/66288 [Handle] RePEc:zbw:sfb373:199719 [RePEc] |
Classification: | G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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