Gespeichert in:
Internformat
MARC
LEADER | 00000nam a2200000 cb4500 | ||
---|---|---|---|
001 | BV048343154 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 220713s1991 xx o|||| 00||| eng d | ||
020 | |a 145193145X |c 15.00 USD |9 1-451-93145-X | ||
020 | |a 9781451931457 |c 15.00 USD |9 978-1-451-93145-7 | ||
035 | |a (ZDB-1-IMF)845826336 | ||
035 | |a (OCoLC)1337130849 | ||
035 | |a (DE-599)BVBBV048343154 | ||
040 | |a DE-604 |b ger | ||
041 | 0 | |a eng | |
049 | |a DE-20 |a DE-824 |a DE-70 |a DE-155 |a DE-29 |a DE-22 |a DE-473 |a DE-1102 |a DE-703 |a DE-859 |a DE-706 |a DE-384 |a DE-860 |a DE-19 |a DE-739 |a DE-355 |a DE-Aug4 |a DE-1049 |a DE-12 |a DE-91 | ||
100 | 1 | |a Taylor, Mark P. |e Verfasser |4 aut | |
245 | 1 | 0 | |a Modelling the Yield Curve |c Taylor, Mark P |
264 | 1 | |a Washington, D.C |b International Monetary Fund |c 1991 | |
300 | |a 1 Online-Ressource (38 p) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
490 | 0 | |a IMF Working Papers |v Working Paper No. 91/134 | |
520 | 3 | |a We test and estimate a variety of alternative models of the yield curve, using weekly, high-quality U.K. data. We extend the Campbell-Shiller technique to the overlapping data case and apply it to reject the pure expectations hypothesis under rational expectations. We also find that risk measures, in the form of conditional interest rate volatility, are unable to explain the term premium. A simple, market segmentation approach is, however, moderately successful in explaining the term premium | |
533 | |a Online-Ausg | ||
856 | 4 | 0 | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
912 | |a ZDB-1-IMF | ||
943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-033722422 | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-20 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-824 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-70 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-155 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-29 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-22 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-473 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-1102 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-703 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-859 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-706 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-384 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-860 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-19 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-739 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-355 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-Aug4 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-1049 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-12 |p ZDB-1-IMF |x Verlag |3 Volltext | |
966 | e | |u http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |l DE-91 |p ZDB-1-IMF |x Verlag |3 Volltext |
Datensatz im Suchindex
DE-BY-TUM_katkey | 2666124 |
---|---|
DE-BY-UBR_katkey | 6578782 |
_version_ | 1835100866116321281 |
any_adam_object | |
author | Taylor, Mark P. |
author_facet | Taylor, Mark P. |
author_role | aut |
author_sort | Taylor, Mark P. |
author_variant | m p t mp mpt |
building | Verbundindex |
bvnumber | BV048343154 |
collection | ZDB-1-IMF |
ctrlnum | (ZDB-1-IMF)845826336 (OCoLC)1337130849 (DE-599)BVBBV048343154 |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04828nam a2200577 cb4500</leader><controlfield tag="001">BV048343154</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220713s1991 xx o|||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">145193145X</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">1-451-93145-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781451931457</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">978-1-451-93145-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845826336</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337130849</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048343154</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Taylor, Mark P.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Modelling the Yield Curve</subfield><subfield code="c">Taylor, Mark P</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">1991</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (38 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 91/134</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">We test and estimate a variety of alternative models of the yield curve, using weekly, high-quality U.K. data. We extend the Campbell-Shiller technique to the overlapping data case and apply it to reject the pure expectations hypothesis under rational expectations. We also find that risk measures, in the form of conditional interest rate volatility, are unable to explain the term premium. A simple, market segmentation approach is, however, moderately successful in explaining the term premium</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033722422</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-20</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-824</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-70</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-155</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-29</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-22</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-473</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-1102</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-703</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-859</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-706</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-384</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-860</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-19</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-739</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-355</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-Aug4</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-1049</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-12</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml</subfield><subfield code="l">DE-91</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV048343154 |
illustrated | Not Illustrated |
indexdate | 2024-12-20T19:42:04Z |
institution | BVB |
isbn | 145193145X 9781451931457 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033722422 |
oclc_num | 1337130849 |
open_access_boolean | |
owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
owner_facet | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
physical | 1 Online-Ressource (38 p) |
psigel | ZDB-1-IMF |
publishDate | 1991 |
publishDateSearch | 1991 |
publishDateSort | 1991 |
publisher | International Monetary Fund |
record_format | marc |
series2 | IMF Working Papers |
spellingShingle | Taylor, Mark P. Modelling the Yield Curve |
title | Modelling the Yield Curve |
title_auth | Modelling the Yield Curve |
title_exact_search | Modelling the Yield Curve |
title_full | Modelling the Yield Curve Taylor, Mark P |
title_fullStr | Modelling the Yield Curve Taylor, Mark P |
title_full_unstemmed | Modelling the Yield Curve Taylor, Mark P |
title_short | Modelling the Yield Curve |
title_sort | modelling the yield curve |
url | http://elibrary.imf.org/view/IMF001/04650-9781451931457/04650-9781451931457/04650-9781451931457.xml |
work_keys_str_mv | AT taylormarkp modellingtheyieldcurve |