A simple measure for examining the proxy problem of the short-rate (Q841846)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A simple measure for examining the proxy problem of the short-rate |
scientific article; zbMATH DE number 5604980
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
18 September 2009
0 references
approximation
0 references
proxy yields
0 references
short-rate
0 references
term structure of interest rates
0 references
0 references