Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994

Author:

Svensson Lars E. O.,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference18 articles.

1. “Understanding the Simple Algebra of Forward Rates”;Reinhart;Working Paper,1992

2. “Parsimonious Modeling of Yield Curves”;Nelson;Journal of Business 60, 473-489,1987

3. “Yield Spreads and Interest Rate Movements: A Bird’s Eye View”;Campbell;Review of Economic Studies 58, 495-514,1991

4. “The Information in Long-Maturity Forward Rates”;Fama;American Economic Review 77, 608-692,1987

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