A comparison of the information in the LIBOR and CMT term structures of interest rates
Year of publication: |
2015
|
---|---|
Authors: | Brooks, Robert ; Cline, Brandon N. ; Enders, Walter |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 54.2015, p. 239-253
|
Subject: | Term structure | Expectations hypothesis | LIBOR | Forward rates | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Theorie | Theory | Erwartungsbildung | Expectation formation |
-
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio, (2018)
-
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio, (2019)
-
VIX futures term structure and the expectations hypothesis
Asensio, Ivan Oscar, (2020)
- More ...
-
A comparison of the information in the LIBOR and CMT term structures of interest rates
Brooks, Robert, (2015)
-
Information in the U.S. Treasury Term Structure of Interest Rates
Brooks, Robert, (2012)
-
Information in the U.S. Treasury Term Structure of Interest Rates
Brooks, Robert, (2012)
- More ...