A simple measure for examining the proxy problem of the short-rate (Q841846): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 01:22, 5 March 2024

scientific article
Language Label Description Also known as
English
A simple measure for examining the proxy problem of the short-rate
scientific article

    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

    Identifiers