Linear-rational term structure models
Damir Filipović, Martin Larsson and Anders B. Trolle
| Year of publication: |
April 2017
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|---|---|
| Authors: | Filipović, Damir ; Larsson, Martin ; Trolle, Anders B. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 72.2017, 2, p. 655-704
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| Subject: | Swaps | Swaptions | Unspanned Factors | Zero Lower Bound | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Swap | Volatilität | Volatility | Risikoprämie | Risk premium | Niedrigzinspolitik | Low-interest-rate policy | Schätzung | Estimation | Welt | World | 1997-2013 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jofi.12488 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011738502