A Simple Measure for Examining the Proxy Problem of the Short-Rate
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 14 (2007)
Issue (Month): 4 (December)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
Approximation; Proxy yields; Short-rate; Term structure of interest rates;
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9808004, EconWPA, revised 07 Oct 1998.
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