Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis
Takeaki Kariya; Jingsui Wang; Zhu Wang; Eiichi Doi; Yoshiro Yamamura
| Year of publication: |
2012
|
|---|---|
| Authors: | Kariya, Takeaki ; Wang, Jingsui ; Wang, Zhu ; Doi, Eiichi ; Yamamura, Yoshiro |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 19.2012, 3, p. 259-292
|
| Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | Finanzkrise | Financial crisis | Zinsderivat | Interest rate derivative |
| 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/10009660683