✦ LIBER ✦

An Estimation Model for the Term Structure of Yield Spread

✍ Scribed by Kimiaki Aonuma; Takahito Tanabe

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimates for the spreading velocity of

✍ O. Alves; C.E. Ferreira; F.P. Machado 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 100 KB

The joint estimation of term structures

✍ Patrick Houweling; Jaap Hoek; Frank Kleibergen 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 377 KB

AN ADMISSIBLE TERM STRUCTURE MODEL OF SO

✍ ZHUOSHI LIU; PETER SPENCER 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 400 KB

Estimation and inference in the yield cu

✍ M. Ubukata; M. Fukushige 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 457 KB

Estimation of a rational expectations mo

✍ Angelo Melino 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 189 KB

Estimating the Term Structure of Credit

✍ Ombretta Terazzan 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 251 KB