Explaining the Term Structure of Interest Rates. The GKO Market from 1996 to 1998
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References listed on IDEAS
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More about this item
Keywordsinterest rates; government bonds; yield curve; term structure; conditional heteroskedasticity; regimes.;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-03-14 (All new papers)
- NEP-CIS-2004-03-14 (Confederation of Independent States)
- NEP-TRA-2004-03-14 (Transition Economics)
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