Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data
K. Ben Nowman
| Year of publication: |
2011
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|---|---|
| Authors: | Nowman, Kalid Ben |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 13/15, p. 1069-1078
|
| Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Japan | 2000-2010 |
| 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/10009317436