A term structure model under cyclical fluctuations in interest rates
Year of publication: |
2018
|
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Authors: | Moreno, Manuel ; Novales, Alfonso ; Platania, Federico |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 72.2018, p. 140-150
|
Subject: | Bond pricing | Cyclical fluctuations | Interest rates forecast | Term structure of interest rates | TSIR fitting performance | Zinsstruktur | Yield curve | Zins | Interest rate | Konjunktur | Business cycle | Theorie | Theory | Anleihe | Bond | Schätzung | Estimation |
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