Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis
type: Item
instance of: scholarly article
title: Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis
zbMATH Open document ID: 1282.91387
author: Takeaki Kariya
author: Jingsui Wang
author: Zhu Wang
author: Eiichi Doi
author: Yoshiro Yamamura
published in: Asia-Pacific Financial Markets
publication date: 2013-01-07T00:00:00Z
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6122396
zbMATH Keywords: cross-sectional bond pricing model
zbMATH Keywords: term structure of interest rates
zbMATH Keywords: subprime shock
zbMATH Keywords: financial crisis
zbMATH Keywords: swap rate
zbMATH Keywords: Japanese Government bond
zbMATH Keywords: generalized least squares
zbMATH Keywords: forward rate
zbMATH Keywords: discount function
MaRDI profile type: Publication
full work available at URL: s10690-011-9149-1
OpenAlex ID: W2021174203
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DOI: 10.1007/S10690-011-9149-1
description: scientific article; zbMATH DE number 6122396