Extrapolating long-run yield curves : an innovative and consistent approach
Thiago Pedra Signorelli, Carlos Heitor Campani, César da Rocha Neves
| Year of publication: |
2023
|
|---|---|
| Authors: | Signorelli, Thiago Pedra ; Campani, Carlos Heitor ; Neves, César da Rocha |
| Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 27.2023, 3, p. 472-492
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Innovation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2022.2102040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014373529