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Estimation theory
forward rates
29
Yield curve
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Zinsstruktur
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Forward rates
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Theorie
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yield curve
7
Erwartungsbildung
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term structure of interest rates
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Agacer, Gilda M.
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1
Kasibhatla, Krishna Moorti
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Kort, Jan de
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ECONIS (ZBW)
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1
Estimates of the US shadow-rate
Alfaro, Rodrigo
;
Piña, Marco
- In:
Latin American journal of central banking : LAJCB
4
(
2023
)
1
,
pp. 1-17
maximal models with two and three Gaussian factors, and we use
forward
rates
to estimate the model's parameters. Based on that …
Persistent link: https://www.econbiz.de/10014382809
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2
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3987-4014
Persistent link: https://www.econbiz.de/10012405739
Saved in:
3
Term structure extrapolation and asymptotic
forward
rates
Kort, Jan de
;
Vellekoop, Michel
;
Sun, Zhongyang
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 107-119
Persistent link: https://www.econbiz.de/10011457171
Saved in:
4
Several econometric tests of exchange rate efficiency for a few European countries
Agacer, Gilda M.
;
Arize, Augustine Chuck
;
Kallianiotis, …
- In:
International journal of financial research
6
(
2015
)
4
,
pp. 194-206
Persistent link: https://www.econbiz.de/10011405493
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