Testing for a flexible non-linear link between short-term Eurorates and spreads
Year of publication: |
2003
|
---|---|
Authors: | Fernandes, Marcelo |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 9.2003, 2, p. 125-145
|
Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | Euromarkt | Euromarkets | Prognoseverfahren | Forecasting model | Kointegration | Cointegration |
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