Estimating the Implied Distribution of the Future Short-Term Interest Rate Using the Longstaff-Schwartz Model
Year of publication: |
2000
|
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Authors: | Hördahl, Peter |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Term structure of interest rates | Monetary policy indicators |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 877008019 [GVK] hdl:10419/82392 [Handle] RePEc:hhs:rbnkwp:0111 [RePEc] |
Classification: | E50 - Monetary Policy, Central Banking and the Supply of Money and Credit. General |
Source: |
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Hördahl, Peter, (2000)
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Monetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators
Svensson, Lars E O, (1994)
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Estimating and Interpreting Forward Interest Rates: Sweden 1992-4
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