Forecasting interest rates and yield spreads : the informational content of implied futures yields and best-fitting forward rate models
Year of publication: |
1997
|
---|---|
Authors: | Park, Tae H. |
Other Persons: | Switzer, Lorne N. (contributor) |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 16.1997, 4, p. 209-224
|
Subject: | Zins | Interest rate | Derivat | Derivative | Arbitrage | Prognose | Forecast | Theorie | Theory | USA | United States | 1988-1993 |
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