✦ LIBER ✦

An empirical note on Euro market interest rates, domestic interest rates and the expectations theory of the term structure

✍ Scribed by Peter Kugler; Hansjörg Borutta

Publisher: Springer-Verlag
Year: 1993
Tongue: English
Weight: 421 KB
Volume: 18
Category: Article
ISSN: 0377-7332
DOI: 10.1007/bf01238881

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Detailed empirical study of the term str

Detailed empirical study of the term structure of interest rates. Emergence of power laws and scaling laws

✍ Thomas Alderweireld; Jean Nuyts 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 284 KB

Empirical investigation of a field theor

Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate caplet

✍ Belal E. Baaquie; Cui Liang 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 373 KB

084040 (E51, E10) Some remarks on modell

084040 (E51, E10) Some remarks on modelling the term structure of interest rates : Franke G. The Geneva papers on risk and insurance theory 21, 29–33 (1996)

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 89 KB

084041 (E51,E10) The term structure of i

084041 (E51,E10) The term structure of interest rates: Alternative approaches and their implications for the valuation of contingent claims : Subrahmanyam M.G., The Geneva papers on risk and insurance theory 21 7–28 (1996)

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 176 KB

4 bstracts and Reviews 267 concept of linear stochastic dominance is sufficient to generate the desired result. These results are linked to existing sufficient conditions in the one safe-one risky asset model, as the condition of strong increase in risk or the monotone likelihood ratio order. They a