An econometric model of the term structure of interest-rate swap yields
Darrell Duffie and Kenneth J. Singleton
| Year of publication: |
1997
|
|---|---|
| Authors: | Duffie, Darrell |
| Other Persons: | Singleton, Kenneth J. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 52.1997, 4, p. 1287-1321
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| Subject: | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | CAPM | Theorie | Theory | Schätzung | Estimation | USA | United States | 1988-1994 |
| 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/10001227656