Constructing historical yield curves from very sparse spot rates : a methodology and examples from the 1920s Canadian market
Year of publication: |
2012
|
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Authors: | Lazar, Fred ; Prisman, Eliezer Zeev |
Published in: |
Journal of business valuation and economic loss analysis. - Berlin : De Gruyter, ISSN 1932-9156, ZDB-ID 2263346-7. - Vol. 7.2012, 1, p. 1-22
|
Subject: | Kanada | Canada | Zinsstruktur | Yield curve | Großbritannien | United Kingdom |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | 10.1515/1932-9156.1119 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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