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  • Search: subject:"Yield curve datasets"
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Anleihe 1 Bond 1 Capital income 1 Erwartungsbildung 1 Estimation 1 Expectation formation 1 Expectations hypothesis 1 Forward rates 1 Kapitaleinkommen 1 Public bond 1 Risikoprämie 1 Risk premium 1 Schätzung 1 Term structure of interest rates 1 Theorie 1 Theory 1 Volatility 1 Volatility term structure 1 Volatilität 1 Yield curve 1 Yield curve datasets 1 Zinsstruktur 1 Öffentliche Anleihe 1
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English 1
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Díaz Pérez, Antonio 1 Jareño, Francisco 1 Navarro Arribas, Eliseo 1
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Review of derivatives research 1
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Yield curves from different bond data sets
Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: Review of derivatives research 23 (2020) 2, pp. 191-226
Persistent link: https://www.econbiz.de/10012229792
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