Asymptotic Maturity Behavior of the Term Structure
Year of publication: |
2008-06
|
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Authors: | Schulze, Klaas |
Institutions: | University of Bonn, Germany |
Subject: | bond markets | yield curve | long forward rates | no arbitrage | asymptotic maturity |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 1 pages long |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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