Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis (Q2807792)
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scientific article; zbMATH DE number 6584983
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| English | Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis |
scientific article; zbMATH DE number 6584983 |
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Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis (English)
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25 May 2016
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cross-sectional bond pricing model
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financial crisis
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generalized least squares
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stochastic discount function
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swap rate
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term structure of interest rates
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US government bond
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0.9001573324203491
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0.7074334025382996
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0.6982168555259705
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0.6954154968261719
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