Notes on the yield curve
Year of publication: |
2019
|
---|---|
Authors: | Martin, W. R. ; Ross, Stephen A. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 134.2019, 3, p. 669-688
|
Subject: | Yield curve | Term structure | Recovery theorem | Traps | Cheeger inequality | Eigenvalue gap | Theorie | Theory | Zinsstruktur | Öffentliche Anleihe | Public bond |
-
Martin, Ian, (2019)
-
Consistent recalibration of yield curve models
Harms, Philipp, (2018)
-
Rational expectation hypothesis : empirical evidence from government debt market in India
Kanjilal, Kakali, (2014)
- More ...
-
Ross, Stephen A., (1988)
-
Economic forces and the stock market : testing the APT and alternative asset pricing theories
Chen, Nai-fu, (1983)
-
Goetzmann, William N., (1998)
- More ...