Comparative analysis of zero coupon yield curve estimation methods using JGB price data
Kentaro Kikuchi and Kohei Shintani
| Year of publication: |
2012
|
|---|---|
| Authors: | Kikuchi, Kentaro ; Shintani, Kohei |
| Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 30.2012, p. 75-121
|
| Subject: | Öffentliche Anleihe | Public bond | Rendite | Yield | Zinsstruktur | Yield curve | Schätzung | Estimation | Japan |
| 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/10009666594