A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis
Year of publication: |
2013
|
---|---|
Authors: | Boysen-Hogrefe, Jens |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 118.2013, 1, p. 50-54
|
Subject: | Eurozone | Euro area | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond | Rentenmarkt | Bond market | Faktorenanalyse | Factor analysis |
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