A Simple Measure for Examining the Proxy Problem of the Short-Rate

Hideyuki Takamizawa

Asia-Pacific Financial Markets, 2007, vol. 14, issue 4, 361 pages

Keywords: Approximation; Proxy yields; Short-rate; Term structure of interest rates (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10690-008-9066-0

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