Estimating forward interest rates with the extended Nelson & Siegel method
Lars E. O. Svensson
| Year of publication: |
1995
|
|---|---|
| Authors: | Svensson, Lars E. O. |
| Published in: |
Quarterly review / Central Bank of Sweden. - Stockholm : Bank, ISSN 0348-6583, ZDB-ID 612482-3. - 1995, p. 13-26
|
| Subject: | Geldpolitik | Monetary policy | Geldmengensteuerung | Monetary targeting | Zinsstruktur | Yield curve | Theorie | Theory |
| 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/10001189356