An alternative approach for estimating the coefficients of the term structure equation : a two-factor model
Year of publication: |
2006
|
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Authors: | Gómez-del-Valle, Lourdes ; Martínez-Rodríguez, Julia |
Published in: |
2006 Business & Economics Society International Conference ; Vol. 1. - Worcester, Mass.. - 2006, p. 117-125
|
Subject: | Zinsstruktur | Yield curve | Wirtschaftsmodell | Economic model | Martingal | Martingale | Risikoneutralität | Risk neutrality | Nichtparametrisches Verfahren | Nonparametric statistics | Öffentliche Anleihe | Public bond | USA | United States |
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