Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
Year of publication: |
2005
|
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Authors: | Blaskowitz, Oliver J. ; Herwartz, Helmut ; de Cadenas Santiago, Gonzalo |
Publisher: |
Kiel : Kiel University, Department of Economics |
Subject: | Geldmarkt | Zinsstruktur | Zinsswap | Schätzung | Deutschland | EU-Staaten | Principal components | Factor Analysis | Ex?ante forecasting | EURIBOR swap rates | Term structure | Trading strategies |
Series: | Economics Working Paper ; 2005-04 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 483996629 [GVK] hdl:10419/21992 [Handle] RePEc:zbw:cauewp:2987 [RePEc] |
Classification: | G29 - Financial Institutions and Services. Other ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; C53 - Forecasting and Other Model Applications ; C32 - Time-Series Models |
Source: |
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Modeling the FIBOR/EURIBOR swap term structure: an empirical approach
Blaskowitz, Oliver J., (2005)
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Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach
Blaskowitz, Oliver J., (2005)
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Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver J., (2008)
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Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach
Blaskowitz, Oliver J., (2005)
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Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach
Blaskowitz, Oliver, (2005)
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Modeling the FIBOR/EURIBOR swap term structure: an empirical approach
Blaskowitz, Oliver J., (2005)
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