Testing term structure estimation methods : evidence from the UK STRIPS market
Year of publication: |
2008
|
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Authors: | Steeley, James M. |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 40.2008, 7, p. 1489-1512
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Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Zero-Bond | Zero-coupon bond | Großbritannien | United Kingdom | 1997-2002 |
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