Open AccessAlternative Term Structure Models for Reviewing Expectations Puzzles
Author(s) -
Christina Sklibosios Nikitopoulos,
Eckhard Platen
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2167150
Subject(s) - term (time) , economics , econometrics , short rate , forward rate , argument (complex analysis) , yield curve , arbitrage , measure (data warehouse) , affine term structure model , forward price , risk premium , interest rate , financial economics , monetary economics , computer science , quantum mechanics , biochemistry , chemistry , database , physics
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