Zero-coupon interest rates: Evaluating three alternative datasets-Reference-Cited by-同舟云学术

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Zero-coupon interest rates: Evaluating three alternative datasets

Published:2019-01-01 Issue:1 Volume:32 Page:3987-4014
ISSN:1331-677X
Container-title:Economic Research-Ekonomska Istraživanja
language:en
Short-container-title:Economic Research-Ekonomska Istraživanja

Author:

Díaz Antonio¹^ORCID,Jareño Francisco¹^ORCID,Navarro Eliseo²^ORCID

Affiliation:

1. Departamento de Análisis Económico y Finanzas, Universidad de Castilla-La Mancha Facultad C. Económicas y Empresariales, Albacete, Spain;

2. Departamento de Economía y Dirección de Empresas, Universidad de Alcalá Edificio C. Económicas, Empresariales y Turismo, Alcalá de Henares, Spain

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/1331677X.2019.1670713

Reference61 articles.

1. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models

2. Term Structure Analysis with Big Data

3. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

4. Risk premiums in the term structure

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3. Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds;International Journal of Finance & Economics;2020-09-04

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