• Title of article

    An analysis of nonlinearities in term premiums and forward rates

  • Author/Authors

    Roger D. Huang، نويسنده , , Charles S. Y. Lin، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 1996
  • Pages
    22
  • From page
    347
  • To page
    368
  • Keywords
    Term premiums , Nonlinear relation , Forward interest rates , Nonparametric kernel estimation , Information Content
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    1996
  • Journal title
    Journal of Empirical Finance
  • Record number

    130599