Open AccessTerm Structure Estimation with Survey Data on Interest Rate Forecasts
Author(s) -
Don H. Kim,
Athanasios Orphanides
Publication year - 2005
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2005.48
Subject(s) - stylized fact , econometrics , interest rate , term (time) , yield curve , short rate , estimation , treasury , rendleman–bartter model , forward rate , economics , interest rate derivative , sample (material) , volatility (finance) , finance , geography , macroeconomics , chemistry , physics , management , archaeology , chromatography , quantum mechanics
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