Econometrics of Yield spreads in the money market : a note
S. K. Bhaumik and D. Coondoo
| Year of publication: |
2003
|
|---|---|
| Authors: | Bhaumik, Sankar Kumar ; Coondoo, Dipankor |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 9, p. 645-653
|
| Subject: | Geldmarkt | Money market | Zins | Interest rate | ARCH-Modell | ARCH model | Zinsstruktur | Yield curve | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001776849