Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Ilias Lekkos, Costas Milas and Theodore Panagiotidis
| Year of publication: |
2007
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|---|---|
| Authors: | Lekkos, Ilias ; Milas, Costas ; Panagiōtidēs, Theodōros |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 26.2007, 8, p. 601-619
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| Subject: | Zinsderivat | Interest rate derivative | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Schätzung | Estimation |
| 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/10003608157