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A simple measure for examining the proxy problem of the short-rate - MaRDI portal

A simple measure for examining the proxy problem of the short-rate (Q841846)

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scientific article; zbMATH DE number 5604980
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English
A simple measure for examining the proxy problem of the short-rate
scientific article; zbMATH DE number 5604980

    Statements

    A simple measure for examining the proxy problem of the short-rate (English)
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    18 September 2009
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    approximation
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    proxy yields
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    short-rate
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    term structure of interest rates
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    Identifiers