Term Structure Equations Under Benchmark Framework
Year of publication: |
2009
|
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Authors: | Yassine, El Qalli |
Publisher: |
Brussels : Economics and Econometrics Research Institute (EERI) |
Subject: | Term structure | Benchmark approach | GOP | Forward price | bond |
Series: | EERI Research Paper Series ; 13/2009 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 866118489 [GVK] hdl:10419/142545 [Handle] RePEc:eei:rpaper:EERI_RP_2009_13 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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Term structure equations under benchmark framework
El Qalli, Yassine, (2009)
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Term Structure Equations Under Benchmark Framework
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