Can futures market data be used to understand the behavior of real interest rates?:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge
1987
|
| Series: | NBER working paper series
2400 |
| Subjects: | |
| Item Description: | "October 1987." |
| Physical Description: | 31 S. Ill. |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV043379343 | ||
| 003 | DE-604 | ||
| 005 | 20160503 | ||
| 007 | t | ||
| 008 | 160219s1987 a||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)956512222 | ||
| 035 | |a (DE-599)BVBBV043379343 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-188 | ||
| 100 | 1 | |a Mishkin, Frederic S. |d 1951- |e Verfasser |0 (DE-588)123920108 |4 aut | |
| 245 | 1 | 0 | |a Can futures market data be used to understand the behavior of real interest rates? |c Frederic S. Mishkin |
| 264 | 1 | |a Cambridge |c 1987 | |
| 300 | |a 31 S. |b Ill. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a NBER working paper series |v 2400 | |
| 500 | |a "October 1987." | ||
| 650 | 4 | |a Commodity exchanges / Mathematical models | |
| 650 | 4 | |a Interest rates / Mathematical models | |
| 650 | 7 | |a Commodity exchanges / Mathematical models |2 fast | |
| 650 | 7 | |a Interest rates / Mathematical models |2 fast | |
| 650 | 4 | |a Mathematisches Modell | |
| 830 | 0 | |a NBER working paper series |v 2400 |w (DE-604)BV002801238 |9 2400 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028798074 | ||
Record in the Search Index
| _version_ | 1804175944715337728 |
|---|---|
| any_adam_object | |
| author | Mishkin, Frederic S. 1951- |
| author_GND | (DE-588)123920108 |
| author_facet | Mishkin, Frederic S. 1951- |
| author_role | aut |
| author_sort | Mishkin, Frederic S. 1951- |
| author_variant | f s m fs fsm |
| building | Verbundindex |
| bvnumber | BV043379343 |
| ctrlnum | (OCoLC)956512222 (DE-599)BVBBV043379343 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01145nam a2200337 cb4500</leader><controlfield tag="001">BV043379343</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20160503 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">160219s1987 a||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)956512222</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043379343</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-188</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Mishkin, Frederic S.</subfield><subfield code="d">1951-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)123920108</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Can futures market data be used to understand the behavior of real interest rates?</subfield><subfield code="c">Frederic S. Mishkin</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="c">1987</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">31 S.</subfield><subfield code="b">Ill.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">NBER working paper series</subfield><subfield code="v">2400</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">"October 1987."</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Commodity exchanges / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Interest rates / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Commodity exchanges / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Interest rates / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">NBER working paper series</subfield><subfield code="v">2400</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">2400</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028798074</subfield></datafield></record></collection> |
| id | DE-604.BV043379343 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:24:20Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028798074 |
| oclc_num | 956512222 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 31 S. Ill. |
| publishDate | 1987 |
| publishDateSearch | 1987 |
| publishDateSort | 1987 |
| record_format | marc |
| series | NBER working paper series |
| series2 | NBER working paper series |
| spelling | Mishkin, Frederic S. 1951- Verfasser (DE-588)123920108 aut Can futures market data be used to understand the behavior of real interest rates? Frederic S. Mishkin Cambridge 1987 31 S. Ill. txt rdacontent n rdamedia nc rdacarrier NBER working paper series 2400 "October 1987." Commodity exchanges / Mathematical models Interest rates / Mathematical models Commodity exchanges / Mathematical models fast Interest rates / Mathematical models fast Mathematisches Modell NBER working paper series 2400 (DE-604)BV002801238 2400 |
| spellingShingle | Mishkin, Frederic S. 1951- Can futures market data be used to understand the behavior of real interest rates? NBER working paper series Commodity exchanges / Mathematical models Interest rates / Mathematical models Commodity exchanges / Mathematical models fast Interest rates / Mathematical models fast Mathematisches Modell |
| title | Can futures market data be used to understand the behavior of real interest rates? |
| title_auth | Can futures market data be used to understand the behavior of real interest rates? |
| title_exact_search | Can futures market data be used to understand the behavior of real interest rates? |
| title_full | Can futures market data be used to understand the behavior of real interest rates? Frederic S. Mishkin |
| title_fullStr | Can futures market data be used to understand the behavior of real interest rates? Frederic S. Mishkin |
| title_full_unstemmed | Can futures market data be used to understand the behavior of real interest rates? Frederic S. Mishkin |
| title_short | Can futures market data be used to understand the behavior of real interest rates? |
| title_sort | can futures market data be used to understand the behavior of real interest rates |
| topic | Commodity exchanges / Mathematical models Interest rates / Mathematical models Commodity exchanges / Mathematical models fast Interest rates / Mathematical models fast Mathematisches Modell |
| topic_facet | Commodity exchanges / Mathematical models Interest rates / Mathematical models Mathematisches Modell |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT mishkinfrederics canfuturesmarketdatabeusedtounderstandthebehaviorofrealinterestrates |