%0
Generic
%T
Estimating nominal interest rate expectations
overnight indexed swaps and the term structure
%A Lloyd, Simon P.
%I Bank of England
%K Dynamic term structure model
%K monetary policy expectations
%K overnight indexed swaps
%K term premia
%K term structure of interest rates
%K Graue Literatur
%D November 2018
%C Bank of England
%C London
%U http://slubdd.de/katalog?TN_libero_mab2