The information content in forward interest rates : further evidence on heteroskedasticity, long forecast horizon, and simultaneous multiple forward rates
Shyan Yuan Lee
| Year of publication: |
1997
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|---|---|
| Authors: | Lee, Shyan Yuan |
| Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 4.1997, p. 43-63
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| Subject: | Zinsstruktur | Yield curve | Informationswert | Information value | Staatspapier | Government securities | Zinsderivat | Interest rate derivative | Prognoseverfahren | Forecasting model | USA | United States | 1959-1991 |
| 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/10001229805