Monografie
Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach
- Sprache
-
Englisch
- Identifier
-
1064631738
- Reihe
-
Center for Financial Studies (Frankfurt am Main): CFS working paper series; No. 2008,27
Thema
Zinsertragskurve
Beteiligte Personen und Organisationen
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:55 MEZ
Objekttyp
- Monografie
Beteiligte
Ähnliche Objekte (12)
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
The macroeconomy and the yield curve: a nonstructural analysis
Measuring financial asset return and volatilty spillovers, with application to global equity markets : [February 2008]
A no-arbitrage approach to range-based estimation of return covariances and correlations
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Real-time forecast evaluation of DSGE models with stochastic volatility
Commodity connectedness
Forecasting the term structure of government bond yields
Measuring financial asset return and volatility spillovers : with application to global equity markets [[Elektronische Ressource]]
Modeling Bond yields in finance and macroeconomics
On the correlation structure of microstructure noise in theory and practice
Stock returns and expected business conditions: half a century of direct evidence
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
The macroeconomy and the yield curve: a nonstructural analysis
Measuring financial asset return and volatilty spillovers, with application to global equity markets : [February 2008]
A no-arbitrage approach to range-based estimation of return covariances and correlations
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Real-time forecast evaluation of DSGE models with stochastic volatility
Commodity connectedness
Forecasting the term structure of government bond yields
Measuring financial asset return and volatility spillovers : with application to global equity markets [[Elektronische Ressource]]
Modeling Bond yields in finance and macroeconomics
On the correlation structure of microstructure noise in theory and practice
Stock returns and expected business conditions: half a century of direct evidence
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
The macroeconomy and the yield curve: a nonstructural analysis
Measuring financial asset return and volatilty spillovers, with application to global equity markets : [February 2008]
A no-arbitrage approach to range-based estimation of return covariances and correlations
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Real-time forecast evaluation of DSGE models with stochastic volatility
Commodity connectedness
Forecasting the term structure of government bond yields
Measuring financial asset return and volatility spillovers : with application to global equity markets [[Elektronische Ressource]]
Modeling Bond yields in finance and macroeconomics
On the correlation structure of microstructure noise in theory and practice