Modelling the Yield Curve
December 1, 1991
Preview Citation
Format: Chicago
Summary
Subject: Bonds, Econometric analysis, Financial institutions, Financial services, Short term interest rates, Treasury bills and bonds, Vector autoregression, Yield curve
Keywords: Bond maturity, Bonds, Expectations, Interest rate data, Interest rates, Market segmentation, Moving average, N-period bond, Redemption value, Redemption yield, Risk, Short interest, Short term interest rates, Taylor series, T-Bill rate, Term premia, Term structure, Treasury bills and bonds, U.K. yield curve, Vector autoregression, WP, Yield curve, Yield gap
Publication Details
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Pages:
38
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 1991/134
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Stock No:
WPIEA1341991
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ISBN:
9781451931457
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ISSN:
1018-5941