A simple measure for examining the proxy problem of the short-rate (Q841846)
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scientific article; zbMATH DE number 5604980
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple measure for examining the proxy problem of the short-rate |
scientific article; zbMATH DE number 5604980 |
Statements
A simple measure for examining the proxy problem of the short-rate (English)
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18 September 2009
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approximation
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proxy yields
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short-rate
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term structure of interest rates
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0.7119641304016113
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0.7089291214942932
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0.6999304294586182
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0.6992430090904236
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0.6927099227905273
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