| Author: | Aziz, A.R. Prisman, E.Z. |
| Title: | After-tax term structures of real innterest rates: inferences from the UK linked and non-linked gilt maarkets |
| Journal: | Journal of Banking and Finance
2000 : SEP, VOL. 24:9, p. 1433-1455 |
| Index terms: | Term structure of interest rates Taxation |
| Language: | eng |
| Abstract: | The study addressed the impact of differential taxation and the existence of "noise" in observed market prices on term structure estimation and found significant impact on paraameter estimation when compared to methods that did not. |
SCIMA