haku: @journal_id 62 / yhteensä: 680
viite: 235 / 680
| Tekijä: | Siegel, A. F. Nelson, C. R. |
| Otsikko: | Long-term behaviour of yield curves. |
| Lehti: | Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 105-110 |
| Asiasana: | RATE OF RETURN TREASURY BILLS USA |
| Kieli: | eng |
| Tiivistelmä: | Review of yield curves at long-term maturities, earlier forward rates in the averaging process, the use of a "reciprocal maturity yield curve" and linearizing them over a shorter interval, using a yield curve for U.S. Treasury bills. Assumptions and results. Reciprocal maturity yield curve and conclusions. Two Figures illustrate the study. |
SCIMA