Assessing sovereign debt strategies under alternative term structure models
Geon-Ho Choi; Myung-Jig Kim; Hangyong Lee
| Year of publication: |
2010
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|---|---|
| Authors: | Choi, Geon-ho ; Kim, Myung-jig ; Lee, Hangyong |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 39.2010, 6, p. 777-799
|
| Subject: | Affine-class model | Arbitrage-free restriction | Cost-at-risk | Dynamic Nelson-Siegel model | Sovereign debt strategy | Term structure models of interest rates | Theorie | Theory | Zinsstruktur | Yield curve | Internationale Staatsschulden | International sovereign debt | Schuldenmanagement | Debt management | Öffentliche Schulden | Public debt |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009231504