A VARMA approach to estimating term premia : the case of the Spanish interbank money market
Rafael Flores de Frutos
| Year of publication: |
1995
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|---|---|
| Authors: | Flores de Frutos, Rafael |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 5.1995, 6, p. 409-418
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| Subject: | Zinsstruktur | Yield curve | Geldmarkt | Money market | Spanien | Spain |
| 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/10001193004