Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates Explaining the Predictability Smile
Uložené v:
| Hlavný autor: | |
|---|---|
| Ďalší autori: | |
| Médium: | Kniha |
| Jazyk: | English |
| Vydavateľské údaje: |
Atlanta
Federal Reserve Bank of Atlanta
1996
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| Vydanie: | 1. ed. |
| Edícia: | Working Paper
96-11 |
| Predmet: | |
| Tagy: |
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MARC
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| 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. | |