The relationship between short-term and forward interest rates : a structural time-series analysis
Year of publication: |
2000
|
---|---|
Authors: | Iyer, Sridhar |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 10.2000, 2, p. 143-153
|
Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | USA | United States |
-
Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan, (2013)
-
Ito, Takayasu, (2024)
-
The implied volatility of US interest rates : evidence from callable US treasuries
Bliss, Robert R., (1995)
- More ...
-
TIME-VARYING TERM PREMIA AND THE BEHAVIOR OF FORWARD INTEREST RATE PREDICTION ERRORS
Iyer, Sridhar, (1997)
-
Loveson, V., (2014)
-
Time-Varying Term Premia and the Behavior of Forward Interest Rate Prediction Errors
Iyer, Sridhar, (1997)
- More ...