مرکز منطقه ای اطلاع رساني علوم و فناوري - An analysis of nonlinearities in term premiums and forward rates

Title of article :

An analysis of nonlinearities in term premiums and forward rates

Author/Authors :

Roger D. Huang، نويسنده , , Charles S. Y. Lin، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1996

Pages :

From page :

347

To page :

368

Keywords :

Term premiums , Nonlinear relation , Forward interest rates , Nonparametric kernel estimation , Information Content

Journal title :

Journal of Empirical Finance

Serial Year :

1996

Journal title :

Journal of Empirical Finance

Record number :

130599

Link To Document :