Amanote Research

Amanote Research

    RegisterSign In

Interest Rate Term Structure Decomposition at the Instrument Level

SSRN Electronic Journal
doi 10.2139/ssrn.2866995
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2016

Authors
Brian Barnard
Publisher

Elsevier BV


Related search

Uncovered Interest Rate Parity and the Term Structure

SSRN Electronic Journal
2002English

Using a Long-Term Interest Rate as the Monetary Policy Instrument

Journal of Monetary Economics
EconomicsEconometricsFinance
2005English

Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?

SSRN Electronic Journal
2001English

Evolving Functional Fuzzy Model for Interest Rate Term Structure Forecasting

2016English

The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period

IMF Working Papers
2003English

A General Gaussian Interest Rate Model Consistent With the Current Term Structure

ISRN Probability and Statistics
2012English

Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia

2001English

Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields

Journal of Banking and Finance
EconomicsEconometricsFinance
2012English

Banks' Exposure to Interest Rate Risk, Their Earnings From Term Transformation, and the Dynamics of the Term Structure

SSRN Electronic Journal
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy