Term structure estimation from on-the-run Treasuries
Year of publication: |
2003
|
---|---|
Authors: | Jordan, James V. ; Mansi, Sattar |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 27.2003, 8, p. 1487-1509
|
Subject: | Zinsstruktur | Yield curve | Staatspapier | Government securities | Schätztheorie | Estimation theory | Theorie | Theory |
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