Trends of interest rates term structure in US secular data
Georges Prat
| Year of publication: |
1999
|
|---|---|
| Authors: | Prat, Georges |
| Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 6.1999, p. 109-132
|
| Subject: | Zinsstruktur | Yield curve | Adaptive Erwartungen | Adaptive expectations | Risikoprämie | Risk premium | Schätzung | Estimation | USA | United States | Kointegration | Cointegration | 1878-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Advances in investment analysis and portfolio |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001438962