Design and Estimation of Quadratic Term Structure Models * (Q4707093)
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scientific article; zbMATH DE number 1925066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Design and Estimation of Quadratic Term Structure Models * |
scientific article; zbMATH DE number 1925066 |
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Design and Estimation of Quadratic Term Structure Models * (English)
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9 June 2003
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quadratic model
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term structure
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positive interest rates
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humps
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expectation hypothesis
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GMM
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