The Target Rate and Term Structure of Interest Rates
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More about this item
KeywordsBond valuation; target interest rate; closed form solution; yield curve; central banker's meeting;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-09-11 (All new papers)
- NEP-CBA-2006-09-11 (Central Banking)
- NEP-FIN-2006-09-11 (Finance)
- NEP-FMK-2006-09-11 (Financial Markets)
- NEP-MAC-2006-09-11 (Macroeconomics)
- NEP-MON-2006-09-11 (Monetary Economics)
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