Are German money market rates well behaved?
type: Item
instance of: scholarly article
title: Are German money market rates well behaved?
zbMATH Open document ID: 0953.91017
DOI: 10.1016/S0165-1889(99)00009-3
author: K. Cuthbertson
author: Simon Hayes
author: D. Nitzsche
publication date: 2000-06-04T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B74
zbMATH DE Number: 1454258
zbMATH Keywords: expectation hypothesis
zbMATH Keywords: interest rates
zbMATH Keywords: money market
zbMATH Keywords: variety of metrics
MaRDI profile type: Publication
cites work: Large Sample Properties of Generalized Method of Moments Estimators
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cites work: The persistence in volatility of the US term premium 1970--1986
Wikidata QID: Q127280730
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1454258