%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
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