Chapter 7. Forecasting Interest Rates
Year of publication: |
2013
|
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Authors: | Duffee, Gregory |
Published in: |
Handbook of Economic Forecasting : volume 2, part A. - Burlington : Elsevier Science, ISBN 978-0-444-53683-9. - 2013, p. 385-426
|
Subject: | Term structure | Affine models | Predicting bond returns | Predicting bond yields | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Kapitalmarktrendite | Capital market returns | Staatspapier | Government securities | Anleihe | Bond |
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