Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile
| Year of publication: |
2002-07-01
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| Authors: | Konstantinov, Vassil A. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | expectations hypothesis |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 132 |
| Classification: | G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
| Source: |
Persistent link: https://www.econbiz.de/10005345396