A preferred-habitat model of the term structure of interest rates :: Dimitri Vayanos :: Centre for Economic Policy Research 2009 :: OBNB, the Open British National Bibliography

Publication Data

Title A preferred-habitat model of the term structure of interest rates
Author Dimitri Vayanos
Contributors Jean-Luc Vila, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2009
Publication location London
Language English

Descriptive Notes

"November 2009."
"Financial economics"--Cover.

Topics

Interest rates :: Econometric models
Arbitrage
Bonds :: Prices

Catalogue Data

OBNB ID GBB0C1472
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.8

ISBD

P1053 57 p.
P1042 Includes bibliographical references.

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A preferred-habitat model of the term structure of interest rates by Dimitri Vayanos. Published by Centre for Economic Policy Research in 2009. Publication and catalogue information, links to buy online and reader comments.