Pricing the Bund term structure with linear regressions: without an observable short rate

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Bibliographic Details

Authors and Corporations:	Speck, Christian (Author)
Type of Resource:	E-Book
Language:	English
published:	Frankfurt am Main Deutsche Bundesbank [2023]
Series:	Deutsche Bundesbank: Discussion paper ; no 2023, 08
Subjects:	Yield Curve Affine Term Structure Model Bund Term Premium Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
ISBN:	9783957299390