Estimation of the term structure of interest rates a parametric approach
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Wien
Österreichische Nationalbank
1999
|
| Schriftenreihe: | Österreichische Nationalbank <Wien>: Working papers
37 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV012667294 | ||
| 003 | DE-604 | ||
| 005 | 19990907 | ||
| 007 | t| | ||
| 008 | 990719s1999 xx d||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)634858257 | ||
| 035 | |a (DE-599)BVBBV012667294 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-703 |a DE-83 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 084 | |a QC 210 |0 (DE-625)141260: |2 rvk | ||
| 100 | 1 | |a Geyer, Alois |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Estimation of the term structure of interest rates |b a parametric approach |c Alois Geyer and Richard Mader |
| 264 | 1 | |a Wien |b Österreichische Nationalbank |c 1999 | |
| 300 | |a 38 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Österreichische Nationalbank <Wien>: Working papers |v 37 | |
| 650 | 0 | 7 | |a Zinsstruktur |0 (DE-588)4067855-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zinsstruktur |0 (DE-588)4067855-6 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Mader, Richard |e Verfasser |4 aut | |
| 830 | 0 | |a Österreichische Nationalbank <Wien>: Working papers |v 37 |w (DE-604)BV010483161 |9 37 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008608151&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-008608151 | |
Datensatz im Suchindex
| _version_ | 1819641894638977024 |
|---|---|
| adam_text | Table of Contents
1 Introduction 7
2 Basic principles of modeling the term structure 9
2.1 Bond pricing and definitions of interest rates 9
2.2 Parametric models of the term structure 13
2.3 Principles of model estimation 15
3 The term structure of interest rates in Austria, Germany, UK, USA and Japan
18
3.1 Data description and accrued interest calculation 18
3.2 Estimation procedure 20
3.3 Econometric results 21
3.4 Term structure estimates 30
4 Conclusions 36
References 37
|
| any_adam_object | 1 |
| author | Geyer, Alois Mader, Richard |
| author_facet | Geyer, Alois Mader, Richard |
| author_role | aut aut |
| author_sort | Geyer, Alois |
| author_variant | a g ag r m rm |
| building | Verbundindex |
| bvnumber | BV012667294 |
| classification_rvk | QB 910 QC 210 |
| ctrlnum | (OCoLC)634858257 (DE-599)BVBBV012667294 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01419nam a2200349 cb4500</leader><controlfield tag="001">BV012667294</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">19990907 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">990719s1999 xx d||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)634858257</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV012667294</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QC 210</subfield><subfield code="0">(DE-625)141260:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Geyer, Alois</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Estimation of the term structure of interest rates</subfield><subfield code="b">a parametric approach</subfield><subfield code="c">Alois Geyer and Richard Mader</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Wien</subfield><subfield code="b">Österreichische Nationalbank</subfield><subfield code="c">1999</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">38 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Österreichische Nationalbank <Wien>: Working papers</subfield><subfield code="v">37</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zinsstruktur</subfield><subfield code="0">(DE-588)4067855-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zinsstruktur</subfield><subfield code="0">(DE-588)4067855-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Mader, Richard</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Österreichische Nationalbank <Wien>: Working papers</subfield><subfield code="v">37</subfield><subfield code="w">(DE-604)BV010483161</subfield><subfield code="9">37</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008608151&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-008608151</subfield></datafield></record></collection> |
| id | DE-604.BV012667294 |
| illustrated | Illustrated |
| indexdate | 2024-12-23T15:08:36Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008608151 |
| oclc_num | 634858257 |
| open_access_boolean | |
| owner | DE-703 DE-83 |
| owner_facet | DE-703 DE-83 |
| physical | 38 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Österreichische Nationalbank |
| record_format | marc |
| series | Österreichische Nationalbank <Wien>: Working papers |
| series2 | Österreichische Nationalbank <Wien>: Working papers |
| spellingShingle | Geyer, Alois Mader, Richard Estimation of the term structure of interest rates a parametric approach Österreichische Nationalbank <Wien>: Working papers Zinsstruktur (DE-588)4067855-6 gnd |
| subject_GND | (DE-588)4067855-6 |
| title | Estimation of the term structure of interest rates a parametric approach |
| title_auth | Estimation of the term structure of interest rates a parametric approach |
| title_exact_search | Estimation of the term structure of interest rates a parametric approach |
| title_full | Estimation of the term structure of interest rates a parametric approach Alois Geyer and Richard Mader |
| title_fullStr | Estimation of the term structure of interest rates a parametric approach Alois Geyer and Richard Mader |
| title_full_unstemmed | Estimation of the term structure of interest rates a parametric approach Alois Geyer and Richard Mader |
| title_short | Estimation of the term structure of interest rates |
| title_sort | estimation of the term structure of interest rates a parametric approach |
| title_sub | a parametric approach |
| topic | Zinsstruktur (DE-588)4067855-6 gnd |
| topic_facet | Zinsstruktur |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008608151&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV010483161 |
| work_keys_str_mv | AT geyeralois estimationofthetermstructureofinterestratesaparametricapproach AT maderrichard estimationofthetermstructureofinterestratesaparametricapproach |