A Simple Measure for Examining the Proxy Problem of the Short-Rate
| Year of publication: |
2007
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|---|---|
| Authors: | Takamizawa, Hideyuki |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 14.2007, 4, p. 341-361
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| Publisher: |
Springer |
| Subject: | Approximation | Proxy yields | Short-rate | Term structure of interest rates |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005684895