Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345)
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scientific article; zbMATH DE number 984358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reconciling the term structure of interest rates with the consumption-based ICAP model |
scientific article; zbMATH DE number 984358 |
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Reconciling the term structure of interest rates with the consumption-based ICAP model (English)
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27 February 1997
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Yields
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Spreads
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Heteroskedasticity
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Cash-in-advance
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Simulation
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