A Statistical Analysis of the Term Structure of Interest Rate in Switzerland and Germany
- 31 December 1996
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 6 (3) , 55-67
- https://doi.org/10.3905/jfi.1996.408182
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Key Rate DurationsThe Journal of Fixed Income, 1992
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims ValuationEconometrica, 1992
- An equilibrium characterization of the term structureJournal of Financial Economics, 1977