Implied Interest Rate Skew, Term Premiums, and the 'Conundrum'
Year of publication: |
2019
|
---|---|
Authors: | Durham, J. Benson |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Zinspolitik | Interest rate policy | Kapitaleinkommen | Capital income | Anleihe | Bond |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: "Implied Interest Rate Skew, Term Premiums, and the “Conundrum," The Journal of Fixed Income Spring 2008, 17 (4) 88-99 In: DOI:10.3905/jfi.2008.705544 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2008 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Implied interest rate skew, term premiums, and the "conundrum"
Durham, J. Benson, (2007)
-
Implied interest rate skew, term premiums, and the ʺconundrumʺ
Durham, J. Benson, (2007)
-
The bond yield conundrum: alternative hypotheses and the state of the economy
Eijffinger, Sylvester C. W., (2010)
- More ...
-
Arbitrage-free affine models of the forward price of foreign currency
Durham, J. Benson, (2014)
-
Betting against beta (and gamma) using government bonds
Durham, J. Benson, (2015)
-
Another view on US treasury term premiums
Durham, J. Benson, (2013)
- More ...