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Interest Rate Term Structure Estimation with Exponential Splines: A Note

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Author Info
Shea, Gary S

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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 40 (1985)
Issue (Month): 1 (March)
Pages: 319-25
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Handle: RePEc:bla:jfinan:v:40:y:1985:i:1:p:319-25

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  1. Magdalena Massot Perelló & Juan M. Nave Pineda, 2003. "La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 533-564, September. [Downloadable!]
  2. Stephen G. Cecchetti, 1989. "The Case of the Negative Nominal Interest Rates: New Estimates of the Term Structure of Interest Rates During the Great Depression," NBER Working Papers 2472, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Patrick Houweling & Jaap Hoek & Frank Kleibergen, 1999. "The Joint Estimation of Term Structures and Credit Spreads," Tinbergen Institute Discussion Papers 99-027/4, Tinbergen Institute. [Downloadable!]
    Other versions:
  4. David Jamieson Bolder & Scott Gusba, 2002. "Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada," Working Papers 02-29, Bank of Canada. [Downloadable!]
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This page was last updated on 2008-11-26.


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