Estimating the term structure of interest rates from French data

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Bibliographische Detailangaben
Veröffentlicht in:	Zero-coupon yield curves
1. Verfasser:	Ricart, Roland (VerfasserIn)
Weitere Verfasser:	Sicsic, Pierre (VerfasserIn), Jondeau, Eric (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2005
Schlagworte:	Aufsatz im Buch
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Titel	Jahr	Verfasser
Notes on the estimation for the Finnish term structure	2005	Kajanoja, Lauri
Estimating the term structure of interest rates from French data	2005	Ricart, Roland
The data for estimating the German term structure of interest rates	2005	Schich, Sebastian T.
Yield curve estimation at the Bank of England	2005	Hurd, Matthew
Technical note on the estimation procedure for the Belgian yield curve	2005	Dombrecht, Michel
The estimation of forward interest rates and zero coupon yields at the Riksbank	2005	Dillén, Hans
Fitting the US term structure at the Federal Reserve Board	2005	Fisher, Mark
Technical note on the estimation of forward and zero coupon yield curves as applied to Italian euromarket rates	2005
A technical note on the estimation of the zero coupon yield curves and forward rate curves of Japanese government securities	2005
Estimation of spot and forward rates from daily observations	2005	Eitrheim, Øyvind
Notes on the estimation procedure for the Spanish term structure	2005	Núñez Ramos, Soledad
A technical note on the Svensson model as applied to the Swiss term structure	2005	Müller, Robert
A technical note on the Merrill Lynch Exponential Spline model as applied to the Canadian term structure	2005	Bolder, David