Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123312539> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W3123312539 abstract "We introduce here for the rst time the long-term swap rate, characterised as the fair rate of an overnight indexed swap with innitely many exchanges. Furthermore we analyse the relationship between the long-term swap rate, the long-term yield, see [3], [4], and [25], and the long-term simple rate, considered in [7] as long-term discounting rate. We nally investigate the existence of these long-term rates in two term structure methodologies, the Flesaker-Hughston model and the linear-rational model." @default.
- W3123312539 created "2021-02-01" @default.
- W3123312539 creator A5009162333 @default.
- W3123312539 creator A5044090390 @default.
- W3123312539 date "2015-01-01" @default.
- W3123312539 modified "2023-09-26" @default.
- W3123312539 title "The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates" @default.
- W3123312539 cites W1497690228 @default.
- W3123312539 cites W1565268753 @default.
- W3123312539 cites W1578890369 @default.
- W3123312539 cites W159270002 @default.
- W3123312539 cites W1899231109 @default.
- W3123312539 cites W1949723261 @default.
- W3123312539 cites W1966177997 @default.
- W3123312539 cites W1975349079 @default.
- W3123312539 cites W1995522593 @default.
- W3123312539 cites W2047010984 @default.
- W3123312539 cites W2051043147 @default.
- W3123312539 cites W2061489468 @default.
- W3123312539 cites W2069493171 @default.
- W3123312539 cites W2078621996 @default.
- W3123312539 cites W2096829738 @default.
- W3123312539 cites W2102855275 @default.
- W3123312539 cites W2145441354 @default.
- W3123312539 cites W2161218457 @default.
- W3123312539 cites W2293692238 @default.
- W3123312539 cites W2297487609 @default.
- W3123312539 cites W2477698159 @default.
- W3123312539 cites W2564665093 @default.
- W3123312539 cites W306036246 @default.
- W3123312539 cites W3121437287 @default.
- W3123312539 cites W3125210852 @default.
- W3123312539 doi "https://doi.org/10.2139/ssrn.2625569" @default.
- W3123312539 hasPublicationYear "2015" @default.
- W3123312539 type Work @default.
- W3123312539 sameAs 3123312539 @default.
- W3123312539 citedByCount "0" @default.
- W3123312539 crossrefType "journal-article" @default.
- W3123312539 hasAuthorship W3123312539A5009162333 @default.
- W3123312539 hasAuthorship W3123312539A5044090390 @default.
- W3123312539 hasBestOaLocation W31233125392 @default.
- W3123312539 hasConcept C10138342 @default.
- W3123312539 hasConcept C121332964 @default.
- W3123312539 hasConcept C149782125 @default.
- W3123312539 hasConcept C162324750 @default.
- W3123312539 hasConcept C175025494 @default.
- W3123312539 hasConcept C176230804 @default.
- W3123312539 hasConcept C33923547 @default.
- W3123312539 hasConcept C556758197 @default.
- W3123312539 hasConcept C6177178 @default.
- W3123312539 hasConcept C61797465 @default.
- W3123312539 hasConcept C62520636 @default.
- W3123312539 hasConcept C99560960 @default.
- W3123312539 hasConcept C99821215 @default.
- W3123312539 hasConceptScore W3123312539C10138342 @default.
- W3123312539 hasConceptScore W3123312539C121332964 @default.
- W3123312539 hasConceptScore W3123312539C149782125 @default.
- W3123312539 hasConceptScore W3123312539C162324750 @default.
- W3123312539 hasConceptScore W3123312539C175025494 @default.
- W3123312539 hasConceptScore W3123312539C176230804 @default.
- W3123312539 hasConceptScore W3123312539C33923547 @default.
- W3123312539 hasConceptScore W3123312539C556758197 @default.
- W3123312539 hasConceptScore W3123312539C6177178 @default.
- W3123312539 hasConceptScore W3123312539C61797465 @default.
- W3123312539 hasConceptScore W3123312539C62520636 @default.
- W3123312539 hasConceptScore W3123312539C99560960 @default.
- W3123312539 hasConceptScore W3123312539C99821215 @default.
- W3123312539 hasLocation W31233125391 @default.
- W3123312539 hasLocation W31233125392 @default.
- W3123312539 hasLocation W31233125393 @default.
- W3123312539 hasOpenAccess W3123312539 @default.
- W3123312539 hasPrimaryLocation W31233125391 @default.
- W3123312539 hasRelatedWork W107473295 @default.
- W3123312539 hasRelatedWork W1510584273 @default.
- W3123312539 hasRelatedWork W1531455015 @default.
- W3123312539 hasRelatedWork W1624549779 @default.
- W3123312539 hasRelatedWork W1992210538 @default.
- W3123312539 hasRelatedWork W2012349126 @default.
- W3123312539 hasRelatedWork W2075705254 @default.
- W3123312539 hasRelatedWork W2109997439 @default.
- W3123312539 hasRelatedWork W2129357261 @default.
- W3123312539 hasRelatedWork W2137404094 @default.
- W3123312539 hasRelatedWork W2144022068 @default.
- W3123312539 hasRelatedWork W2182997803 @default.
- W3123312539 hasRelatedWork W2600765577 @default.
- W3123312539 hasRelatedWork W2996105065 @default.
- W3123312539 hasRelatedWork W3087901142 @default.
- W3123312539 hasRelatedWork W3121664528 @default.
- W3123312539 hasRelatedWork W3122149048 @default.
- W3123312539 hasRelatedWork W3122625347 @default.
- W3123312539 hasRelatedWork W3123163860 @default.
- W3123312539 hasRelatedWork W3188499304 @default.
- W3123312539 isParatext "false" @default.
- W3123312539 isRetracted "false" @default.
- W3123312539 magId "3123312539" @default.
- W3123312539 workType "article" @default.