On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models
Ilias Lekkos, Costas Milas and Theodore Panagiotidis
| Year of publication: |
Oct. 2005
|
|---|---|
| Other Persons: | Lekkos, Ilias (contributor) ; Milas, Costas (contributor) ; Panagiōtidēs, Theodōros (contributor) |
| Publisher: |
Loughborough : Loughborough Univ., Dep. of Economics |
| Subject: | Swap | Prognoseverfahren | Forecasting model | Großbritannien | United Kingdom | Zinsderivat | Interest rate derivative | Schätzung | Estimation | Theorie | Theory | Zinsstruktur | Yield curve |
| Extent: | Online-Ressource, 19 S., Text graph. Darst. |
|---|---|
| Series: | Economics discussion paper series / Loughborough University, Department of Economics. - Loughborough : [Verlag nicht ermittelbar], ISSN 1750-4171, ZDB-ID 2196694-1. - Vol. 05,09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003332063