A macroeconomic analysis of the latent factors of the yield curve : curvature and real activity
Matteo Modena
| Year of publication: |
2011
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|---|---|
| Authors: | Modena, Matteo |
| Published in: |
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models. - Basingstoke [u.a.] : Palgrave Macmillan, ISBN 0-230-28363-2. - 2011, p. 121-146
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| Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008987978