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Eine Methode zur Schätzung der Zinsstruktur in der Schweiz

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  • Urs Beer

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  • Urs Beer, 1990. "Eine Methode zur Schätzung der Zinsstruktur in der Schweiz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 126(I), pages 39-50, March.
    • Handle: RePEc:ses:arsjes:1990-i-3
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    File URL: http://www.sjes.ch/papers/1990-I-3.pdf
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    References listed on IDEAS

    as
    1. Litzenberger, Robert H & Rolfo, Jacques, 1984. "An International Study of Tax Effects on Government Bonds," Journal of Finance, American Finance Association, vol. 39(1), pages 1-22, March.
    2. Chambers, Donald R. & Carleton, Willard T. & Waldman, Donald W., 1984. "A New Approach to Estimation of the Term Structure of Interest Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(3), pages 233-252, September.
    3. McCulloch, J Huston, 1971. "Measuring the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 44(1), pages 19-31, January.
    4. McCulloch, J Huston, 1975. "The Tax-Adjusted Yield Curve," Journal of Finance, American Finance Association, vol. 30(3), pages 811-830, June.
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    Cited by:

    1. Petra Gerlach-Kristen, 2007. "Three aspects of the Swiss term structure: an empirical survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(2), pages 221-240, June.

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