Fitting the term structure of interest rates in illiquid makret : Taiwan experience
Year of publication: |
2009
|
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Authors: | Chou, Jian-Hsin ; Su, Yung-Sheng ; Tang, Hui-Wen ; Chen, Chen-Yu |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 6.2009, 1, p. 101-116
|
Subject: | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Liquiditätsbeschränkung | Liquidity constraint | Statistische Methode | Statistical method | Taiwan |
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