Term Structure and the Non-Cash Values in Bonds
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Columbia - Graduate School of Business in its series Papers with number 92-40.
Length: 26 pages
Date of creation: 1992
Date of revision:
Contact details of provider:
Postal: U.S.A.; COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, PAINE WEBBER , New York, NY 10027 U.S.A
Phone: (212) 854-5553
Web page: http://www.columbia.edu/cu/business/
More information through EDIRC
interest rate ; investments;
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001.
"The joint estimation of term structures and credit spreads,"
Journal of Empirical Finance,
Elsevier, vol. 8(3), pages 297-323, July.
- 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.
- Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999. "The Joint Estimation of Term Structures and Credit Spreads," Econometric Institute Research Papers EI 9916-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.