Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing
Year of publication: |
2004-03
|
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Authors: | Santamaría, Teresa Corzo ; Biscarri, Javier Gómez |
Institutions: | School of Economics and Business Administration, University of Navarra |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published, Spanish Economic Review, 2005, vol. 7(3): pp. 167-190 Number 03/04 42 pages pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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