Essays about: "Syed Fazal Hussain Shah"

Found 1 essay containing the words Syed Fazal Hussain Shah.

  1. 1. A Further Look at Short –Term Interest Rate Dynamics

    University essay from Göteborgs universitet/Graduate School

    Author : Syed Fazal Hussain Shah; [2010-06-01T09:54:46Z]
    Keywords : short-rate interest rate; one-factor interest rate models; parametric estimation; maximum likelihood; Euler approximation;

    Abstract : Short-term interest rate analysis is one of the most important topics in finance and economics. This paper looks at short-term interest rate dynamics using three different interest rate proxies with different maturities, one-month Eurodollar deposit rate, overnight Federal Funds rate, and Three-month Treasury bill yield under one flexible parametric specifications. READ MORE