A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data
Robert Faff; Sirimon Treepongkaruna
| Year of publication: |
2013
|
|---|---|
| Authors: | Faff, Robert W. ; Sirimon Treepongkaruna |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 38.2013, 2, p. 333-352
|
| Subject: | Zinsstruktur | Yield curve | Wirtschaftsmodell | Economic model | Australien | Australia | Kanada | Canada | Frankreich | France | Deutschland | Germany | Italien | Italy | Japan | Großbritannien | United Kingdom | USA | United States |
| 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/10009786619