Term-structure estimation in markets with infrequent trading
Gonzalo Cortazar, Eduardo S. Schwartz and Lorenzo F. Naranjo
| Year of publication: |
2007
|
|---|---|
| Authors: | Cortazar, Gonzalo ; Schwartz, Eduardo S. ; Naranjo, Lorenzo F. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 12.2007, 4, p. 353-369
|
| Subject: | Zinsstruktur | Yield curve | Spotmarkt | Spot market | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Chile |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003564026