Estimating nominal interest rate expectations : overnight indexed swaps and the term structure

Simon P. Loyd

Year of publication:	September 20, 2017
Authors:	Loyd, Simon P.
Publisher:	Cambridge : University of Cambridge, Faculty of Economics
Subject:	Term Structure of Interest Rates \| Overnight Indexed Swaps \| Monetary Policy Expectations \| Dynamic Term Structure Model \| Zinsstruktur \| Yield curve \| Swap \| Geldpolitik \| Monetary policy \| Theorie \| Theory \| Erwartungsbildung \| Expectation formation

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