New techniques to extract market expectations from financial instruments
By: Paul Söderlind, Lars E.O. Svensson.
Contributors: Svensson, Lars E. O.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5877; Working paper series (National Bureau of Economic Research) -- working paper no. 5877.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 47
Subjects: Financial instruments -- Mathematical models; Monetary policy -- Mathematical models; Interest rates -- Mathematical models
Notes: "January 1997."

JEL no. E43, E52, G13.

Includes bibliographical references (p. 43-47).

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Electronic version available via the Internet at the NBER World Wide Web site.