Zero-coupon interest rates : evaluating three alternative datasets
Antonio Díaz, Francisco Jareño, Eliseo Navarro
| Year of publication: |
2019
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|---|---|
| Authors: | Díaz Pérez, Antonio ; Jareño, Francisco ; Navarro Arribas, Eliseo |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,4, p. 3987-4014
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| Subject: | Correlation Expectations | Data | Forward rates | Hypothesis | Term Structure | Volatility | Yield Curve | Zinsstruktur | Yield curve | Volatilität | Theorie | Theory | Korrelation | Correlation | Schätzung | Estimation | Erwartungsbildung | Expectation formation | Zinsderivat | Interest rate derivative | Zins | Interest rate | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2019.1670713 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012405739