| Author: | Beer, U. |
| Title: | Eine Methode zur Schatzung der Zinsstruktur in der Schweiz (A method of estimating Swiss interest structure) |
| Journal: | Schweizerische Zeitschrift für Volkswirtschaft und Statistik
1990 : VOL. 126:1, p. 39-50 |
| Index terms: | TERM STRUCTURE OF INTEREST RATES SWITZERLAND |
| Language: | ger |
| Abstract: | Based on the methodology worked out by Schaefer (1981) the article estimates with Swiss data a discount function of a cocktail of securities with different maturities. As a result the maturity structure of interest rates is obtained. Relying on this result the different fashionable interest theories may be tested. |
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