Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates Explaining the Predictability Smile
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| Auteur principal: | |
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| Autres auteurs: | |
| Format: | Livre |
| Langue: | anglais |
| Publié: |
Atlanta
Federal Reserve Bank of Atlanta
1996
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| Édition: | 1. ed. |
| Collection: | Working Paper
96-11 |
| Sujets: | |
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MARC
| LEADER | 00000nam a2200000 4500 | ||
|---|---|---|---|
| 001 | c019215 | ||
| 005 | 20221205125135.3 | ||
| 041 | 0 | |a eng | |
| 044 | |a US | ||
| 245 | 1 | 0 | |a Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates |b Explaining the Predictability Smile |c William Roberds, Charles H. Whiteman |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a Atlanta |b Federal Reserve Bank of Atlanta |c 1996 | |
| 300 | |a 41 s. | ||
| 490 | 1 | |a Working Paper |v 96-11 | |
| 830 | 0 | |a Working Paper |v 96-11 | |
| 610 | 2 | 0 | |a prémie termínové |
| 610 | 2 | 0 | |a sadzby úrokové |
| 610 | 2 | 0 | |a modelovanie |
| 610 | 2 | 0 | |a modelovanie ekonometrické |
| 610 | 2 | 0 | |a modely analytické ekonometrické |
| 100 | 1 | |a Roberds, William | |
| 700 | 1 | |a Whiteman, Charles H. | |