Open AccessImplied Interest Rate Skew, Term Premiums, and the "Conundrum"
Author(s) -
J. Benson Durham
Publication year - 2007
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2007.55
Subject(s) - skew , econometrics , term (time) , economics , variance (accounting) , interest rate , yield curve , affine term structure model , risk premium , mathematics , computer science , monetary economics , accounting , telecommunications , physics , quantum mechanics