Consistent parallel and proportional shifts in the term structure of futures prices
Mia Hinnerich
| Year of publication: |
2015
|
|---|---|
| Authors: | Hinnerich, Mia |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 1, p. 1-25
|
| Subject: | Term structure | futures prices | parallel shift | consistent | affine | Zinsstruktur | Yield curve | Theorie | Theory |
| 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/10011403181