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Term Structure of Interest Rates

In: Fixed Income Investing

Author

Listed:
  • Thomas Poufinas

    (Democritus University of Thrace)

Abstract

Interest rates are often considered to be constant/fixed for all time periods or time instants. Nevertheless, we know that in practice this is not the case. In this chapter we analyze the behavior of interest rates and try to capture their determinants as well as their evolution/ movements, realizing that they can be a source of uncertainty. We deploy the theories of the interest rate term structure, explain its behavior and examine a series of interest rate models. This chapter assists the reader in comprehending the way interest rates move.

Suggested Citation

  • Thomas Poufinas, 2022. "Term Structure of Interest Rates," Springer Books, in: Fixed Income Investing, chapter 0, pages 99-167, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-87922-8_3
    DOI: 10.1007/978-3-030-87922-8_3
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