Template-Type: ReDIF-Article 1.0
Author-Name:Drobyshevsky Sergey
Author-Name-First: Sergey   
Author-Name-Last: Drobyshevsky
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name:Lugovoy Oleg
Author-Name-First:  Oleg   
Author-Name-Last: Lugovoy
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name:Astafieva Ekaterina
Author-Name-First:Ekaterina   
Author-Name-Last: Astafieva
Author-Workplace-Name: Gaidar Institute for Economic Policy
Author-Name:Burkova N. Yu.
Title:Modeling the term structure of interest rates on Russian government bonds in 2000 – 2008 
Abstract:The study tests the standard hypotheses concerning the behavior of indi-ces describing the term structure of interest rates on the Russian GKO–OFZ market, identifies and analyzes the changes in the term structure of interest rates that occurred in the period between two crises (1998–2008) and their response to the transformation of macroeconomic indices in 1999–2008.
Year: 2009
Issue: 130P
File-URL: http://www.iep.ru/files/RePEc/gai/rpaper/86Drobyshevsky.pdf
File-Format: Application/pdf
File-Function: Revised version, 2012
Classification-JEL: E43, E44, E52 
Keywords:interest rate, government bond, Russia
Handle: RePEc:gai:rpaper:86
Language:ru