An analysis of the term structure of interest rates, January 1980-March, 1994
The purpose of this study is to describe and analyze the behavior of the term structure of interest rates on a daily basis between January 2, 1980, and March 31, 1994, especially with respect to the synchronization and the relative amplitude of change of different maturities in the term structure....
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| Format: | Others |
| Language: | en |
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/42235 http://scholar.lib.vt.edu/theses/available/etd-04252009-040831/ |