A global model of international yield curves : no-arbitrage term structure approach
Iryna Kaminska, Andrew Meldrum and James Smith
| Year of publication: |
2013
|
|---|---|
| Authors: | Kaminska, Iryna ; Meldrum, Andrew ; Smith, James |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 18.2013, 4, p. 352-374
|
| Subject: | interest rates | term structure | foreign exchange | time-varying risk premia | monetary policy | uncovered interest rate parity | estimation | financial markets | macroeconomy | Zinsstruktur | Yield curve | Zinsparität | Interest rate parity | Risikoprämie | Risk premium | Geldpolitik | Monetary policy | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income |
| 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/10015180006