Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis (Q1929150)
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scientific article; zbMATH DE number 6122396
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| English | Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis |
scientific article; zbMATH DE number 6122396 |
Statements
Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis (English)
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7 January 2013
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cross-sectional bond pricing model
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term structure of interest rates
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subprime shock
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financial crisis
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swap rate
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Japanese Government bond
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generalized least squares
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forward rate
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discount function
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0.9001573324203491
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0.7877354621887207
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0.7526481747627258
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0.7304738759994507
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0.7299200296401978
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