The relationship between short-term and forward interest rates : a structural time-series analysis
Year of publication: |
2000
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Authors: | Iyer, Sridhar |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 10.2000, 2, p. 143-153
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Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | USA | United States |
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