search query: @author Beer, U. / total: 1
reference: 1 / 1
« previous | next »
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. |
« previous | next »
SCIMA