Nicola Anderson
Abstract
The Term Structure of Interest Rates Estimating Yield Curves Comparing Yield Curve Models Equilibrium Term Structure Models The Effects of Taxation Bonds with Embedded Options Index-Linked Debt Term Premia and the Implied Forward Rate Curve Empirical Evidence on the Expectations Theory of the Yield Curve Index.
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The Term Structure of Interest Rates Estimating Yield Curves Comparing Yield Curve Models Equilibrium Term Structure Models The Effects of Taxation Bonds with Embedded Options Index-Linked Debt Term Premia and the Implied Forward Rate Curve Empirical Evidence on the Expectations Theory of the Yield Curve Index.
Key concepts: Yield curve, Econometrics, Economics, Forward rate, Yield (engineering), Index (typography), Term (time), Debt