Approximating the term structure of interest rates in Japan

Applied Economics Letters

Volumn 6, Issue 7, 1999, Pages 403-407

  Yu, S W ^a  

^a NATIONAL TAIWAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; INTEREST RATE;

JAPAN;

EID: 0033301196     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048599352899     Document Type: Article

References (10)

1. A continuous-time approach to the pricing of bonds
2. The term structure of real interest rates and the Cox, Ingersoll, and Ross model
3. A theory of the term structure of interest rate
4. Estimating the gilt-edged term structure: Basis splines and confidence intervals
5. An equilibrium characterization of the term structure
6. The real thing: A dynamic profile of the term structure of real interest rates and inflation expectations in the United Kingdom, 1982-89