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The relationship between short-term and forward interest rates : a structural time-series analysis
Iyer, Sridhar
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001525829
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Forecasting with latent structure time series models : an application to nominal interest rates
Iyer, Sridhar
;
Andrews, Rick L.
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 395-409
Persistent link: https://www.econbiz.de/10001493575
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