A tale of two yield curves : modeling the joint term structure of dollar and euro interest rates
Alexei V. Egorov; Haitao Li; David Ng
| Year of publication: |
2011
|
|---|---|
| Authors: | Egorov, Alexej V. ; Li, Haitao ; Ng, David Tat-chee |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 162.2011, 1, p. 55-70
|
| Subject: | Zinsstruktur | Yield curve | Euro | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | US-Dollar | US dollar | Theorie | Theory | Währungsderivat | Currency derivative |
| 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/10009270706