Measuring variability and stationarity of term premia for interest rate forecasting
Ramon P. DeGennaro and James T. Moser
| Year of publication: |
1995
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|---|---|
| Authors: | DeGennaro, Ramon P. |
| Other Persons: | Moser, James T. (contributor) |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 3.1995, p. 147-173
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| Subject: | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Inflation | USA | United States | Zins | Interest rate | Prognoseverfahren | Forecasting model | Theorie | Theory | 1970-1982 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001201310