The term structure of mortgage rates : Citigroup's MOATS model
Ranjit Bhattacharjee and Lakhbir S. Hayre
| Year of publication: |
2006
|
|---|---|
| Authors: | Bhattacharjee, Ranjit ; Hayre, Lakhbir S. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 15.2006, 4, p. 34-47
|
| Subject: | Hypothek | Mortgage | Zinsstruktur | Yield curve | CAPM | Modellierung | Scientific modelling |
| 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/10003339387