Term structure of interest rates: Concepts and an estimation procedure

被引：1

作者：

Andrada-Felix, Julian ^{[1
]}

Fernandez-Perez, Adrian ^{[1
]}

Fernandez-Rodriguez, Fernando ^{[1
]}

机构：

[1] Univ Palmas Gran Canaria, Fac Econ Empresa & Turismo, Las Palmas Gran Canaria, Spain

来源：

CUADERNOS DE ECONOMIA-SPAIN | 2013年 / 36卷 / 101期

关键词：

Term structure of interest rates; Fixed income;

D O I：

10.1016/S0210-0266(13)70041-4

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The paper reviews the literature on the term structure of interest rates (TSIR). This was done by defining the concept, explaining its use, and detailing the methodologies employed to derive the TSIR. We also put forward theoretical rationales on its model. 2012 Asociacion Cuadernos de Economia. Published by Elsevier Espana, S.L. All rights reserved.

引用

页码：53 / 66

页数：14

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