Testing term structure estimation methods: Evidence from the UK STRIPS market

Journal of Money, Credit and Banking

Volumn 40, Issue 7, 2008, Pages 1489-1512

  Steeley, James M ^a  

^a ASTON UNIVERSITY   (United Kingdom)

Author keywords

Gilt; Spline; STRIPS; Term structure

Indexed keywords

EID: 52649130838     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2008.00168.x     Document Type: Article

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