Pricing the term structure with linear regressions
Year of publication: |
2008
|
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Authors: | Adrian, Tobias ; Moench, Emanuel |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | Term structure of interest rates | fama-macbeth regressions |
Series: | Staff Report ; 340 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 587556951 [GVK] hdl:10419/60737 [Handle] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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