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Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates

  1. Title Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates : Explaining the Predictability Smile
    Author infoWilliam Roberds, Charles H. Whiteman
    Author Roberds William
    Co-authors Whiteman Charles H.
    Issue dataAtlanta : Federal Reserve Bank of Atlanta , 1996. - 41 s.
    Issue1. ed.
    Edition Working Paper , 96-11
    Document kindsprávy výskumné
    LanguageEnglish
    Country of EditionUnited States of America
    systematics 519.86 - Teória ekonomicko-matematických modelov
    Keywords prémie termínové * sadzby úrokové * modelovanie * modelovanie ekonometrické * modely analytické ekonometrické
    DatabaseBOOKS
    Copy count1, currently available 1, at library only 0
    Call number738164

    Call numberLocationSublocationInfo
    738164SEKSklad knižničného fonduavailaible

Number of the records: 1  

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