Design and estimation of quadratic term structure models

European Finance Review

Volumn 7, Issue 1, 2003, Pages 47-73

  Leippold, Markus ^a,c   Wu, Liuren ^b,c  

^a UNIVERSITY OF ZURICH   (Switzerland)

^b FORDHAM UNIVERSITY   (United States)

^c NONE   (United States)

Author keywords

Expectation hypothesis; GMM; Humps; Positive interest rates; Quadratic model; Term structure

Indexed keywords

EID: 4043053574     PISSN: 13826662     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022502724886     Document Type: Article

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