Government bond market valuations in an era of dwindling supply
Year of publication: |
2001
|
---|---|
Authors: | Cooper, Neil ; Scholtes, Cedric |
Published in: |
The changing shape of fixed income markets : a collection of studies by central bank economists. - Basel : Bank for International Settlements, ISBN 92-9131-625-3. - 2001, p. 147-169
|
Subject: | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Swap | Schätzung | Estimation |
-
Estimating yield curves from swap, BUBOR and FRA data
Reppa, Zoltán, (2008)
-
Benchmark tipping in the global bond market
Kreicher, Lawrence, (2014)
-
Liu, Zhuoshi, (2015)
- More ...
-
Inferring market interest rate expectations from money market rates
Brooke, Martin, (2000)
-
Government bond market valuations in an era of dwindling supply
Cooper, Neil,
-
Inferring Market Interest Rate Expectations from Money Market Rates
Brooke, Martin, (2005)
- More ...