Yield curves from different bond data sets
Antonio Díaz, Francisco Jareño, Eliseo Navarro
| Year of publication: |
2020
|
|---|---|
| Authors: | Díaz Pérez, Antonio ; Jareño, Francisco ; Navarro Arribas, Eliseo |
| Published in: |
Review of derivatives research. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-7144, ZDB-ID 2004343-0. - Vol. 23.2020, 2, p. 191-226
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| Subject: | Term structure of interest rates | Yield curve datasets | Volatility term structure | Forward rates | Expectations hypothesis | Zinsstruktur | Yield curve | Schätzung | Estimation | Volatilität | Volatility | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation | Anleihe | Bond | Theorie | Theory | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-019-09162-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012229792