Measuring the dynamic term structure of the FFA market
Bin Meng, Shuiyang Chen, Mo Yang, Haibo Kuang & Yu Bao
| Year of publication: |
2024
|
|---|---|
| Authors: | Meng, Bin ; Chen, Shuiyang ; Yang, Mo ; Kuang, Haibo ; Bao, Yu |
| Published in: |
Maritime policy & management. - London : Taylor & Francis, ISSN 1464-5254, ZDB-ID 2021932-5. - Vol. 51.2024, 5, p. 828-847
|
| Subject: | dynamic term structure | Forward freight agreement | Nelson-Siegel model | shipping market | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03088839.2023.2271936 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015396138