Amanote Research

Amanote Research

    RegisterSign In

Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods

Journal of Financial Econometrics - United Kingdom
doi 10.1093/jjfinec/nbj007
Full Text
Open PDF
Abstract

Available in full text

Categories
EconomicsEconometricsFinance
Date

March 27, 2006

Authors
M. Arapis
Publisher

Oxford University Press (OUP)


Related search

Nonparametric Pricing of Interest Rate Derivative Securities

Econometrica
EconomicsEconometrics
1996English

Empirical Likelihood for Nonparametric Additive Models

SSRN Electronic Journal
2011English

Short-Term Interest Rates

OECD Economic Outlook, Volume 2014 Issue 1
2014English

Short-Term Interest Rates

OECD Economic Outlook
2008English

Monetary Policy When the Nominal Short-Term Interest Rate Is Zero

SSRN Electronic Journal
2000English

Effect of Correlation on Bond Prices in Short Rate Models of Interest Rates

Mathematica Moravica
2018English

Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?

Brookings Papers on Economic Activity
AccountingManagementEconomicsEconometricsBusiness
1984English

Short and Long Interest Rate Targets

2010English

The Real Interest Rate: An Empirical Investigation

1981English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy