1. Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates
Title | Endogenous Term Premia and Anomalies in the Term Structure of Interest Rates : Explaining the Predictability Smile |
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Author info | William Roberds, Charles H. Whiteman |
Author | Roberds William |
Co-authors | Whiteman Charles H. |
Issue data | Atlanta : Federal Reserve Bank of Atlanta , 1996. - 41 s. |
Issue | 1. ed. |
Edition | Working Paper , 96-11 |
Document kind | správy výskumné |
Language | English |
Country of Edition | United States of America |
systematics | 519.86 - Teória ekonomicko-matematických modelov |
Keywords | prémie termínové * sadzby úrokové * modelovanie * modelovanie ekonometrické * modely analytické ekonometrické |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 738164 |