RT info:eu-repo/semantics/article
T1 Term Structure in the European Interbank Market
A1 González Velasco, María del Carmen
A1 Fanjul Suárez, José Luis
A1 Rodríguez Fernández, María del Pilar
A2 Economia Financiera y Contabilidad
K1 Contabilidad
K1 Economía
K1 Finanzas
K1 Interest rate term structure
K1 Interbank interest rates
K1 Swap interest rates
K1 Euribor
K1 Interbank market
AB [EN] The objective of this paper is to provide amonthly estimation of the interest rate termstructure in the European interbank market sincethe beginning of the European Monetary Union.In order to do this, we apply the Fama-Bliss bootstrappingmethod with the approximating functionof one of the methods most commonlyapplied by the central banks, the Nelson andSiegel method (1987).
PB Universidade do Algarve: Escola Superior de Gestão, Hotelaria e Turismo
SN 2182-8458
LK https://hdl.handle.net/10612/21267
UL https://hdl.handle.net/10612/21267
NO González Velasco, M. C., Fanjul Suárez, J. L., y Rodríguez Fernández, P. (2007). Term Structure in the European Interbank Market. Tourism & Management Studies, 3, 7–11. https://www.tmstudies.net/index.php/ectms/article/view/85
DS BULERIA. Repositorio Institucional de la Universidad de León
RD Jul 8, 2024