Far Out on the Yield Curve
Year of publication: |
2004-06-15
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Authors: | Alexius, Annika |
Institutions: | Nationalekonomiska Institutionen, Uppsala Universitet |
Subject: | Bond returns | duration | multivariate GARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Paper Series Number 2004:12 41 pages |
Classification: | C12 - Hypothesis Testing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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Alexius, Annika, (2004)
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