Spline methods for extracting interest rate curves from coupon bond prices
Year of publication: |
1997
|
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Authors: | Waggoner, Daniel F. |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Econometric models | Financial markets | Prices | Statistics |
Series: | Working Paper ; 97-10 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/100789 [Handle] RePEc:fip:fedawp:97-10 [RePEc] |
Source: |
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Spline methods for extracting interest rate curves from coupon bond prices
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