On a Quadratic Model of Yield Term Structure

Vestnik Tomskogo Gosudarstvennogo Universiteta - Upravlenie, Vychislitel'naya Tekhnika i Informatika - Russian Federation
doi 10.17223/19988605/38/4
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Tomsk State University

Related search

Linear–quadratic Term Structure Models for Negative Euro Area Yields

Economics Letters
EconomicsFinanceEconometrics
2017English

Information in the Term Structure of Yield Curve Volatility

Journal of Finance
AccountingEconomicsEconometricsFinance
2016English

Convexity Restrictions on Non-Quadratic Anisotropic Yield Criteria

International Journal of Mechanical Sciences
Mechanics of MaterialsMaterials ScienceCondensed Matter PhysicsMechanical EngineeringCivilStructural Engineering
1987English

Term Structure of Sovereign Spreads: A Contingent Claim Model

Revista Brasileira de Economia
EconomicsEconometricsFinance
2007English

A Factor Model of Term Structure Slopes in Eurocurrency Markets

Applied Economics Letters
EconomicsEconometrics
2002English

A Consumption-Based Model of the Term Structure of Interest Rates☆

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2006English

A Preferred-Habitat Model of the Term Structure of Interest Rates

SSRN Electronic Journal
2009English

A Regional Analysis of Corn Yield Models: Comparing Quadratic Versus Cubic Trends

Journal of Economics and Behavioral Studies
2011English

Path Dependent Options on Yields in the Affine Term Structure Model

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
1998English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy